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Order Flow and Exchange Rate Dynamics. (1999). Lyons, Richard ; Evans, Martin.
In: NBER Working Papers.
RePEc:nbr:nberwo:7317.

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  1. Model selection for one?day?ahead AUD/USD, AUD/EUR forecasts. (2021). Imam, Tasadduq.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1808-1824.

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  2. Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements. (2020). Ito, Takatoshi ; Yamada, Masahiro.
    In: NBER Working Papers.
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  6. Carry Trades, Order Flow, and the Forward Bias Puzzle. (2016). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:48:y:2016:i:6:p:1113-1134.

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  7. Puzzles in the Tokyo Fixing in the Forex Market: Order Imbalances and Bank Pricing. (2016). Yamada, Masahiro ; Ito, Takatoshi.
    In: UTokyo Price Project Working Paper Series.
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  8. Puzzles in the Forex Tokyo “Fixing”: Order Imbalances and Biased Pricing by Banks. (2016). Ito, Takatoshi ; Yamada, Masahiro .
    In: NBER Working Papers.
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  9. Carry Trades, Order Flow and the Forward Bias Puzzle. (2015). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp761.

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  10. Carry Trades, Order Flow and the Forward Bias Puzzle. (2015). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: Working Papers.
    RePEc:qmw:qmwecw:761.

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

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  12. Was the Forex Fixing Fixed?. (2015). Ito, Takatoshi ; Yamada, Masahiro .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21518.

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  13. Predicting exchange rate cycles utilizing risk factors. (2015). Straetmans, Stefan ; Ahmed, Jameel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:34:y:2015:i:c:p:112-130.

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  14. Exchange Rate Determination and Forecasting: Can the Microstructure Approach Rescue Us from the Exchange Rate Disparity?. (2013). Majeed, Muhammad ; Zhang, Guangfeng .
    In: MPRA Paper.
    RePEc:pra:mprapa:57673.

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  15. Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics. (2011). shin, yongcheol ; Nguyen, Viet Hoang.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2011n14.

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  16. Order flows and the exchange rate disconnect puzzle. (2010). Evans, Martin ; Evans, Martin D. D., .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:80:y:2010:i:1:p:58-71.

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  17. The economic value of fundamental and technical information in emerging currency markets. (2009). van Dijk, Dick ; Swinkels, Laurens ; Markwat, Thijs ; de Zwart, Gerben .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:4:p:581-604.

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  18. Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan. (2009). Laurent, Sébastien ; Gnabo, Jean-Yves ; Lecourt, Christelle.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:1:p:94-111.

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  19. Foreign exchange interventions in emerging market countries: New lessons from Argentina. (2008). Brause, Alexander .
    In: W.E.P. - Würzburg Economic Papers.
    RePEc:zbw:wuewep:79.

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  20. Feedback Trading and Intermittent Market Turbulence. (2008). TAMBAKIS, DEMOSTHENES.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0847.

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  21. Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures. (2007). van der Wel, Michel ; Menkveld, Albert ; Sarkar, Asani.
    In: Staff Reports.
    RePEc:fip:fednsr:307.

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  22. International Capital Flows and U.S. Interest Rates. (2006). Warnock, Francis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12560.

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  23. Microstructure of Foreign Exchange Market in Croatia. (2006). Huljak, Ivan ; Buri, Ante ; Galac, Tomislav .
    In: Working Papers.
    RePEc:hnb:wpaper:15.

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  24. The monetary origins of asymmetric information in international equity markets. (2006). Vega, Clara ; Bauer, Gregory.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:872.

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  25. Fixed versus flexible: Lessons from EMS order flow. (2006). Moore, Michael ; Lyons, Richard ; Killeen, William P..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:4:p:551-579.

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  26. Exchange rate puzzles: A tale of switching attractors. (2006). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: European Economic Review.
    RePEc:eee:eecrev:v:50:y:2006:i:1:p:1-33.

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  27. Order Flow and Exchange Rate Dynamics in Brazil. (2005). De Medeiros, Otavio.
    In: Finance.
    RePEc:wpa:wuwpfi:0503019.

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  28. International Capital Flows and U.S. Interest Rates. (2005). Warnock, Francis.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp103.

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  29. International capital flows and U.S. interest rates. (2005). Warnock, Francis.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:840.

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  30. News announcements, market activity and volatility in the euro/dollar foreign exchange market. (2005). Giot, Pierre ; Ben Omrane, Walid ; Bauwens, Luc.
    In: Journal of International Money and Finance.
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  31. Stop-loss orders and price cascades in currency markets. (2005). Osler, Carol.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:2:p:219-241.

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  32. Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework. (2005). De Grauwe, Paul ; Grimaldi, Marianna ; Dieci, Roberto ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1431.

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  33. The Exchange Rate and its Fundamentals in a Complex World. (2005). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: Review of International Economics.
    RePEc:bla:reviec:v:13:y:2005:i:3:p:549-575.

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  34. Bubbles and crashes in a Behavioural Finance Model. (2005). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: Working Papers de Economia (Economics Working Papers).
    RePEc:ave:wpaper:252005.

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  35. Bubbles and Crashes in a Behavioural Finance Model. (2004). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0164.

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  36. Exchange Rate Puzzles: A Tale of Switching Attractors. (2004). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0163.

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  37. High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market. (2004). Tyurin, Konstantin.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:579.

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  38. Bubbles and Crashes in a Behavioural Finance Model. (2004). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1194.

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  39. The Monetary Origins of Asymmetric Information in International Equity Markets. (2004). Vega, Clara ; Bauer, Gregory.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-47.

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  40. Intervention in the Foreign Exchange Market in a Model with Noise Traders. (2003). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: Working Papers.
    RePEc:hkm:wpaper:162003.

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  41. Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market. (2003). Simonov, Andrei ; Massa, Massimo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:6:y:2003:i:2:p:99-141.

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  42. News announcements, market activity and volatility in the Euro/Dollar foreign exchange market. (2003). Bauwens, Luc ; ben Omrane, Walid.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2003029.

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  43. Bubbling and Crashing Exchange Rates. (2003). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1045.

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

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  45. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2003). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: American Economic Review.
    RePEc:aea:aecrev:v:93:y:2003:i:1:p:38-62.

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  46. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:02-23.

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  47. Order Flow and Exchange Rate Dynamics. (2002). Lyons, Richard ; Evans, Martin.
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:v:110:y:2002:i:1:p:170-180.

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  48. Exchange Rate, Equity Prices and Capital Flows. (2002). Rey, Helene ; Hau, Harald.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9398.

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  49. Real Exchange Rate Volatility and Economic Openness: Theory and Evidence.. (2002). Hau, Harald.
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:34:y:2002:i:3:p:611-30.

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  50. Stop-loss orders and price cascades in currency markets. (2002). Osler, Carol.
    In: Staff Reports.
    RePEc:fip:fednsr:150.

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  51. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
    In: Working Papers.
    RePEc:fip:fedlwp:2002-007.

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  52. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
    In: Review.
    RePEc:fip:fedlrv:y:2002:i:sep:p:51-74:n:v.84no.5.

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  53. Informational integration and FX trading. (2002). Lyons, Richard ; Evans, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:6:p:807-831.

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  54. Exchange rate effects on the volume and variability of trade flows. (2002). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:4:p:481-496.

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  55. Information-Based Trading in the Treasury Note Interdealer Broker Market. (2002). Cai, Jun ; Wang, Xiaozu ; Huang, Roger D..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:11:y:2002:i:3:p:269-296.

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  56. The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits. (2002). Neely, Christopher.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:58:y:2002:i:1:p:211-232.

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  57. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Anderson, Torben G..
    In: Working Papers.
    RePEc:ecl:upafin:02-1.

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  58. The Weakness of the Euro: Is it Really a Mystery?. (2002). Corsetti, Giancarlo ; Vives, Xavier ; Leibfritz, Willi ; Honkapohja, Seppo ; Flemming, John ; Saint-Paul, Gilles.
    In: CESifo Forum.
    RePEc:ces:ifofor:v:2002:y:2002:i:cesifoforumspecial:p:27-42.

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  59. The Weakness of the Euro: Is it Really a Mystery?. (2002). Vives, Xavier ; Sinn, Hans-Werner ; Saint-Paul, Gilles ; Honkapohja, Seppo ; Corsetti, Giancarlo ; Leibfritz, Willi ; Flemming, John .
    In: EEAG Report on the European Economy.
    RePEc:ces:eeagre:v::y:2002:i::p:27-42.

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  60. Fixed versus Flexible: Lessons from EMS Order Flow. (2001). Moore, Michael ; Lyons, Richard ; Killeen, William P..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8491.

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  61. Portfolio Balance, Price Impact, and Secret Intervention. (2001). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8356.

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  62. The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?. (2001). Rogoff, Kenneth ; Obstfeld, Maurice.
    In: NBER Chapters.
    RePEc:nbr:nberch:11059.

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  63. Time-Varying Liquidity in Foreign Exchange. (2001). Evans, Martin ; Lyons, David .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~01-01-11.

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  64. Currency orders and exchange-rate dynamics: explaining the success of technical analysis. (2001). Osler, Carol.
    In: Staff Reports.
    RePEc:fip:fednsr:125.

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  65. Foreign exchange: macro puzzles, micro tools. (2001). Lyons, Richard K..
    In: Pacific Basin Working Paper Series.
    RePEc:fip:fedfpb:2001-10.

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  66. Exchange Rate Uncertainty and Firm Profitability. (2001). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:23:y:2001:i:4:p:565-576.

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  67. Once-in-a-generation yen volatility in 1998: fundamentals, intervention, and order flow. (2001). Melvin, Michael ; Cai, Jun ; Cheung, Yan-Leung ; Lee, Raymond S. K., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:3:p:327-347.

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  68. Vor der Talsohle. (2001). Sinn, Hans-Werner ; Nierhaus, Wolfgang ; Meister, Wolfgang.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:54:y:2001:i:24:p:27-42.

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  69. Die D-Mark in Osteuropa, das Schwarzgeld und der Euro: Zur Größe des Effektes. (2001). Westermann, Frank ; Sinn, Hans-Werner.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:54:y:2001:i:19:p:18-23.

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  70. Flight from the Old Euro-Area Currencies. (2001). Sinn, Hans-Werner.
    In: CESifo Forum.
    RePEc:ces:ifofor:v:2:y:2001:i:4:p:44-47.

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  71. The Deutschmark in Eastern Europe, Black Money and the Euro: On the Size of the Effect. (2001). Westermann, Frank ; Sinn, Hans-Werner.
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  72. Flight from the Old Euro-Area Currencies. (2001). Sinn, Hans-Werner.
    In: CESifo Forum.
    RePEc:ces:ifofor:v:2:y:2001:i:04:p:44-47.

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  73. The Deutschmark in Eastern Europe, Black Money and the Euro: On the Size of the Effect. (2001). Westermann, Frank ; Sinn, Hans-Werner.
    In: CESifo Forum.
    RePEc:ces:ifofor:v:2:y:2001:i:03:p:35-40.

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  74. Exchange Rate Effects on the Volume and Variability of Trade Flows. (2001). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:405.

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  75. Order flow and exchange rate dynamics. (2001). Lyons, Richard K.
    In: BIS Papers chapters.
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  76. Comments on Obstfeld and Rogoffs The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?. (2000). Engel, Charles.
    In: NBER Working Papers.
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  77. FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets. (2000). Rime, Dagfinn ; Bjonnes, H..
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  78. Can out-of-sample forecast comparisons help prevent overfitting?. (2000). Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp00-05.

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  79. Market microstructure: A survey. (2000). Madhavan, Ananth.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:3:y:2000:i:3:p:205-258.

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  80. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
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  81. Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market. (2000). Cheung, Yin-Wong ; Chinn, Menzie.
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  82. Exchange Rate Uncertainty and Firm Profitability. (2000). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:422.

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  83. The Market Microstructure of Central Bank Intervention. (1999). Dominguez, Kathryn.
    In: NBER Working Papers.
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  40. Market Makers Supply and Pricing of Financial Market Liquidity. (2000). Shen, Pu ; Starr, Ross M..
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  41. Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert ; Cho, Young-Hye.
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  42. Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking. (1997). Angbazo, Lazarus.
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  43. High frequency data in financial markets: Issues and applications. (1997). Goodhart, Charles A. E., ; O'Hara, Maureen .
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  44. Limit orders and ex-dividend day return distributions. (1997). Dubofsky, David.
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  45. Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements. (1996). Remolona, Eli ; Fleming, Michael.
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  46. Equity Trading Practices and Market Structure: Assessing Asset Managers Demand for Immediacy. (1995). Economides, Nicholas ; Schwartz, Robert A..
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  47. Foreign Exchange Volume: Sound and Fury Signifying Nothing?. (1995). Lyons, Richard.
    In: NBER Working Papers.
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  48. Seasonalities and intraday return patterns in the foreign currency futures market. (1995). Szakmary, Andrew C. ; Schwarz, Thomas V. ; Cornett, Marcia Millon.
    In: Journal of Banking & Finance.
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  49. Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange. (1994). Werner, Ingrid M. ; Reiss, Peter C..
    In: NBER Working Papers.
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  50. Tests of Microstructural Hypotheses in the Foreign Exchange Market. (1993). Lyons, Richard.
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