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The microstructure of covered interest arbitrage in a market with a dominant market maker

Liu, Hao-chen; Witte, Mark David - In: Journal of international financial markets, … 24 (2013), pp. 25-41

Persistent link: https://www.econbiz.de/10009726481

Optimal informed trading in the foreign exchange market

Vitale, Paolo - In: The European journal of finance 18 (2012) 9/10, pp. 989-1013

Persistent link: https://www.econbiz.de/10009691771

High-frequency information content in end-user foreign exchange order flows

Marsh, Ian; Miao, Teng - In: The European journal of finance 18 (2012) 9/10, pp. 865-884

Persistent link: https://www.econbiz.de/10009691776

Financial intermediation and the role of price discrimination in a two-tier market

Reitz, Stefan; Schmidt, Markus A.; Taylor, Mark P. - 2012

Though unambiguously outperforming all other financial markets in terms of liquidity, foreign exchange trading is still performed in opaque and decentralized markets. In particular, the two-tier market structure consisting of a customer segment and an interdealer segment to which only market...

Persistent link: https://www.econbiz.de/10009624432