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Theoretical and practical aspects of algorithmic trading
Fränkle, Jan - 2010
Persistent link: https://www.econbiz.de/10008842360
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When do central bank interventions influence intra-daily and longer-term exchange rate movements
Dominguez, Kathryn M. - In: Journal of international money and finance 25 (2006) 7, pp. 1051-1071
Persistent link: https://www.econbiz.de/10003394347
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Market impact measurement of a VWAP trading algorithm
Fraenkle, Jan; Račev, Svetlozar T.; Scherrer, Christian - In: Journal of risk management in financial institutions 4 (2010/11) 3, pp. 254-274
Persistent link: https://www.econbiz.de/10009271188
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Order flow and the monetary model of exchange rates : evidence from a novel data set
Chinn, Menzie David; Moore, Michael J. - In: Journal of money, credit and banking : JMCB 43 (2011) 8, pp. 1599-1624
Persistent link: https://www.econbiz.de/10009389023
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Special issue: Transparency and market microstructure
Shukla, Ravi (contributor); Weaver, Daniel G. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003228095
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Microstructure of the yen/dollar foreign exchange market : patterns of intra-day activity revealed in the electronic broking system
Itō, Takatoshi; Hashimoto, Yūko - 2004
Persistent link: https://www.econbiz.de/10002418695
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Can splits create market liquidity? : Theory and evidence
Anshuman, V. Ravi; Kalay, Avner - In: Journal of financial markets 5 (2002) 1, pp. 83-125
Persistent link: https://www.econbiz.de/10001657127
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Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian - 2001
Persistent link: https://www.econbiz.de/10001626608
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When do central bank interventions influence intra-daily and longer-term exchange rate movements?
Dominguez, Kathryn M. - 2003
Persistent link: https://www.econbiz.de/10001780120
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The round-the-clock market for US treasury securities
Fleming, Michael J. - In: Economic policy review 3 (1997) 2, pp. 9-32
Persistent link: https://www.econbiz.de/10001223432