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One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System. (1995). Payne, Richard ; Ito, Takatoshi ; Goodhart, Charles.
In: NBER Technical Working Papers.
RePEc:nbr:nberte:0179.

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  1. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:67470.

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  2. THE MIRAGE OF TRIANGULAR ARBITRAGE IN THE SPOT FOREIGN EXCHANGE MARKET. (2009). Williams, Stacy ; Howison, Sam D ; Johnson, Neil F ; McDonald, Mark ; Fenn, Daniel J.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:12:y:2009:i:08:n:s0219024909005609.

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  3. Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability. (2008). Ito, Takatoshi ; Hashimoto, Yuko ; Watanabe, Tsutomu ; Ohnishi, Takaaki ; Takayasu, Misako.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14160.

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  4. The microstructure approach to exchange rates: a survey from a central bank’s viewpoint. (2005). Kiss M., Norbert ; Gyomai, Gyorgy ; Gereben, Áron.
    In: MNB Occasional Papers.
    RePEc:mnb:opaper:2005/42.

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  5. 09/11 on the USD/EUR Foreign Exchange Market. (2005). Mende, Alexander.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-312.

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  6. What are the Origins of Foreign Exchange Movements?. (2005). Evans, Martin ; Martin D. D. Evans, .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~05-05-06.

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  7. Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis. (2003). Osler, Carol L..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:58:y:2003:i:5:p:1791-1820.

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References

References cited by this document

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