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End-user order flow and exchange rate dynamics : a dealer's perspective

Reitz, Stefan; Schmidt, Markus A.; Taylor, Mark P. - In: The European journal of finance 17 (2011) 1/2, pp. 153-168

Persistent link: https://www.econbiz.de/10009155453

The role of information arrival for the Australian dollar trading volume and volatility

Kim, Suk-Joong; McKenzie, Michael D.; Di Amy Shi - In: Investment management and financial innovations 11 (2014) 4, pp. 8-24

Persistent link: https://www.econbiz.de/10010514157

Financial intermediation and the role of price discrimination in the foreign exchange market

Reitz, Stefan; Schmidt, Markus A.; Taylor, Mark P. - In: The European journal of finance 21 (2015) 7/9, pp. 629-645

Persistent link: https://www.econbiz.de/10011301207

Liquidity determination in an order-driven market

Daníelsson, Jón; Payne, Richard - In: The European journal of finance 18 (2012) 9/10, pp. 799-821

Persistent link: https://www.econbiz.de/10009691779

Automating exchange rate target zones : intervention via an electronic limit order book

Melvin, Michael (contributor); Menkhoff, Lukas (contributor) - 2008

Persistent link: https://www.econbiz.de/10003641673

Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market

Frömmel, Michael; Kiss M., Norbert; Pintér, Klára - In: International journal of finance & economics : IJFE 16 (2011) 2, pp. 172-188

Persistent link: https://www.econbiz.de/10009159747

Intraday patterns in FX returns and order flow

Breedon, Francis J.; Ranaldo, Angelo - 2012

Using a comprehensive high-frequency foreign exchange dataset, we present evidence of time-of-day effects in foreign exchange returns through a significant tendency for currencies to depreciate during local trading hours. We confirm this pattern across a range of currencies and time zones. We...