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One day in June, 1993 : a study of the working of Reuters 2000-2 electronic foreign exchange trading system
Goodhart, Charles A. E.; Itō, Takatoshi; Payne, Richard - 1995
Persistent link: https://www.econbiz.de/10000935050
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One Day in June, 1994 : A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System
Goodhart, Charles - 1995
The paper utilized foreign exchange data (bid, ask and transaction prices and quantities) collected from the screen of the electronic broking system (Reuter D2000-2) on June 16, 1993. The bid and ask quotes, which are `firm' in this data set, are compared with the Reuters FXFX page, which...
Persistent link: https://www.econbiz.de/10012473811
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One Day in June, 1994 : A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System
Goodhart, Charles; Ito, Takatoshi; Payne, Richard - 2021
The paper utilized foreign exchange data (bid, ask and transaction prices and quantities) collected from the screen of the electronic broking system (Reuter D2000-2) on June 16, 1993. The bid and ask quotes, which are `firm' in this data set, are compared with the Reuters FXFX page, which...
Persistent link: https://www.econbiz.de/10013221545
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The foreign exchange market : empirical studies with high-frequency data
Goodhart, Charles A. E. (contributor);  … - 2000
Persistent link: https://www.econbiz.de/10013486756
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Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes
Goodhart, Charles A. E. - In: Journal of international money and finance 16 (1997) 6, pp. 921-930
Persistent link: https://www.econbiz.de/10001337347
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Do technical trading rules generate profits? : Conclusions from the intra-day foreign exchange market
Curcio, Riccardo; Goodhart, Charles A. E.; Guillaume, … - In: International journal of finance & economics : IJFE 2 (1997) 4, pp. 267-280
Persistent link: https://www.econbiz.de/10001338175
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Microstructural dynamics in a foreign exchange electronic broking system
Goodhart, Charles A. E. - In: Journal of international money and finance 15 (1996) 6, pp. 829-852
Persistent link: https://www.econbiz.de/10001216676
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Analysis of spreads in the dollar, euro and deutschemark, dollar foreign exchange markets
Goodhart, Charles A. E.; Love, Ryan; Payne, Richard; … - In: Economic policy : a European forum (2002), pp. 537-552
Persistent link: https://www.econbiz.de/10001704419
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Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets
Goodhart, Charles A. E.; Love, Ryan; Payne, Richard; … - 2002
Persistent link: https://www.econbiz.de/10002815353
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Informed trade in spot foreign exchange markets : an empirical investigation
Payne, Richard - In: Journal of international economics 61 (2003) 2, pp. 307-329
Persistent link: https://www.econbiz.de/10001815819