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Microstructure order flow: statistical and economic evaluation of nonlinear forecasts. (2015). MacDonald, Ronald ; Kim, Hyunsok ; cerrato, mario.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:39:y:2015:i:c:p:40-52.

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Cites: 32

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  1. Foreign Exchange Order Flow as a Risk Factor. (2020). cerrato, mario ; Burnside, Craig ; Zhang, Zhekai.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27199.

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  2. Foreign exchange order fl ow as a risk factor. (2018). cerrato, mario ; Zhang, Zhekai ; Burnside, Craig .
    In: Working Papers.
    RePEc:gla:glaewp:2018_04.

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  3. Portfolio optimisation under flexible dynamic dependence modelling. (2018). Bernardi, Mauro ; Catania, Leopoldo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:48:y:2018:i:c:p:1-18.

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  4. Order flow and exchange rate comovement. (2017). Li, Xiao-Ming ; Kleinbrod, Vincent M.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:77:y:2017:i:c:p:199-215.

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  5. Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M ; Peat, Maurice.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176.

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References

References cited by this document

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