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Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market.. (1997). Peiers, Bettina.
In: Journal of Finance.
RePEc:bla:jfinan:v:52:y:1997:i:4:p:1589-1614.

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  1. .

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  2. Can direct government intervention save the stock market?. (2022). Liao, Tung Liang ; Ke, Mei-Chu ; Wu, Yang-Che ; Nguyen, Tien-Trung.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:84:y:2022:i:c:p:271-284.

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  3. Commodity markets intervention: Consequences of speculation, and informed trading. (2022). Sopranzetti, Ben ; Luong, Phat V.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:26:y:2022:i:c:s240585132100026x.

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  4. Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411.

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  5. Spoofing and pinging in foreign exchange markets. (2021). Stenfors, Alexis ; Susai, Masayuki.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301621.

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  6. How floating rate notes stopped floating: Evidence from the negative interest rate regime. (2021). Selga, Riks K ; Klaus, Jurgen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000521.

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  7. Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping. (2020). Sakemoto, Ryuta ; Ito, Katsuya.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-019-09295-z.

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  8. Essays on Price Discovery and Volatility Dynamics in Emerging Market Currencies. (2019). Xiao, Ran.
    In: PhD Thesis.
    RePEc:uts:finphd:5-2019.

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  9. State-aided Price Coordination in the Dutch Mortgage Market. (2019). Schinkel, Maarten Pieter ; Dijkstra, Mark.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20190014.

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  10. A Model of Market Making with Heterogeneous Speculators. (2019). Bargigli, Leonardo.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2019_01.rdf.

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  11. Heterogeneous Information Content of Global FX Trading. (2018). Somogyi, Fabricius ; Ranaldo, Angelo.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2018:20.

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  12. Spoofing and Pinging in Foreign Exchange Markets. (2018). Stenfors, Alexis ; Susai, Masayuki.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2018-05.

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  13. Price discovery in Chinas inter-bank bond market. (2018). Wu, Lei ; Zeng, Hongchao ; Meng, Qingbin ; Liu, Chunlin.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:48:y:2018:i:c:p:84-98.

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  14. Nonlinear dynamics in Nasdaq dealer quotes. (2016). Schotman, P C ; Frijns, B. P. M., .
    In: Research Memorandum.
    RePEc:unm:umamet:2005059.

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  15. The day the index rose 11 %: a clinical study on price discovery reversal. (2016). Roder, Klaus ; Lobe, Sebastian ; Schmidhammer, Christoph.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:46:y:2016:i:1:p:79-106.

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  16. The day the index rose 11 %: a clinical study on price discovery reversal. (2016). Schmidhammer, Christoph ; Roder, Klaus ; Lobe, Sebastian .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:46:y:2016:i:1:d:10.1007_s11156-014-0462-4.

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  17. Informed traders’ arrival in foreign exchange markets: Does geography matter?. (2015). Gradojevic, Nikola ; Seluk, Faruk ; Genay, Ramazan ; Olsen, Richard.
    In: Empirical Economics.
    RePEc:spr:empeco:v:49:y:2015:i:4:p:1431-1462.

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  18. 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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  19. Profiting from Mimicking Strategies in Non-Anonymous Markets. (2015). Vasios, Michalis ; Payne, Richard ; Nolte, Ingmar.
    In: MPRA Paper.
    RePEc:pra:mprapa:61710.

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  20. Foreign exchange market intervention and price discovery. (2015). Gau, Yin-Feng ; Chen, Yu-Lun.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:38:y:2015:i:c:p:214-227.

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  21. The real benchmark of DAX index products and the influence of information dissemination: A natural experiment. (2014). Roder, Klaus ; Lobe, Sebastian ; Schmidhammer, Christoph.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:15:y:2014:i:2:d:10.1057_jam.2014.13.

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  22. Pricing and quality decisions and financial incentives for sustainable product design with recycled material content under price leadership. (2014). Liu, Lucy Qian ; Chen, Chialin .
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:147:y:2014:i:pc:p:666-677.

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  23. Evaluando las intervenciones cambiarias en Colombia: 2004-2012. (2014). Londoño, Charle ; Mesa, Ramon Javier .
    In: ESTUDIOS GERENCIALES.
    RePEc:col:000129:011451.

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  24. .

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  25. The relation of trade size and price contribution in a traditional foreign exchange brokered market. (2013). Liu, Hao-Chen ; Ligon, James A..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:21:y:2013:i:1:p:1024-1045.

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  26. The market microstructure approach to foreign exchange: Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol L..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:38:y:2013:i:c:p:95-119.

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  27. The microstructure of covered interest arbitrage in a market with a dominant market maker. (2013). Witte, Mark ; Liu, Hao-Chen .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:24:y:2013:i:c:p:25-41.

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  28. Bid-ask spread dynamics in foreign exchange markets. (2013). Tsorakidis, Nikos ; Chelley-Steeley, Patricia L..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:29:y:2013:i:c:p:119-131.

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  29. Private information and its origins in an electronic foreign exchange market. (2013). Gradojevic, Nikola ; Genay, Ramazan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:86-93.

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  30. Modelando el esquema de intervenciones del tipo de cambio para Colombia. una aplicación empírica de la técnica de regresión del cuantil bajo redes neu. (2013). Londoño, Charle ; Charle Augusto Londoño Henao, ; Sergio Ivan Restrepo Ochoa, ; Ramon Javier Mesa Callejas, ; Castao, Mauricio Lopera .
    In: REVISTA CUADERNOS DE ECONOMÍA.
    RePEc:col:000093:010829.

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  31. The market microstructure approach to foreign exchange - Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol .
    In: Working Paper.
    RePEc:bno:worpap:2013_12.

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  32. FX intervention in the yen-US dollar market: A coordination channel perspective. (2012). Reitz, Stefan ; Taylor, Mark P.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1765.

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  33. FX intervention in the Yen-US dollar market: a coordination channel perspective. (2012). Taylor, Mark ; Reitz, Stefan.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:9:y:2012:i:2:p:111-128.

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  34. Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach. (2012). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Jongen, Ron ; Zwinkels, Remco C. J., ; Wolff, Christian C. P., ; Verschoor, Willem F. C., .
    In: Journal of Economic Dynamics and Control.
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  35. A DECOMPOSITION OF STOCK INDEX FUTURES MISPRICING AND THE PRICE EFFECT OF INDEX ARBITRAGE. (2012). Valentina, SINAJ ; Arjin, TUSHAJ .
    In: Studies in Business and Economics.
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  36. Currency bid-ask spread dynamics and the Asian crisis: Evidence across currency regimes. (2011). Martin, Anna D. ; Koutmos, Gregory .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:1:p:62-73.

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  37. An investigation of customer order flow in the foreign exchange market. (2011). cerrato, mario ; Saunders, Alex ; Sarantis, Nicholas .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:8:p:1892-1906.

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  38. Does FOMC news increase global FX trading?. (2011). Ranaldo, Angelo ; Fischer, Andreas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2965-2973.

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  39. Geographic proximity and price discovery: Evidence from NASDAQ. (2011). Madureira, Leonardo ; Anand, Amber ; Gatchev, Vladimir A. ; Underwood, Shane ; Pirinsky, Christo A..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:2:p:193-226.

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  40. Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?. (2010). Phylaktis, Kate ; Chen, Long.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:228-246.

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  41. An investigation of customer order flow in the foreign exchange market. (2010). cerrato, mario ; Saunders, Alex ; Sarantis, Nicholas .
    In: Working Papers.
    RePEc:gla:glaewp:2009_25.

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  42. Trader see, trader do: How do (small) FX traders react to large counterparties trades?. (2010). Schmeling, Maik ; Menkhoff, Lukas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:7:p:1283-1302.

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  43. Central bank intervention and the intraday process of price formation in the currency markets. (2010). Pasquariello, Paolo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:6:p:1045-1061.

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  44. Limit-order submission strategies under asymmetric information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:11:p:2665-2677.

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  45. Whose trades convey information? Evidence from a cross-section of traders. (2010). Schmeling, Maik ; Menkhoff, Lukas.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:1:p:101-128.

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  46. Public news announcements and quoting activity in the Euro/Dollar foreign exchange market. (2010). Heinen, Andréas ; ben Omrane, Walid.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:11:p:2419-2431.

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  47. An investigation of customer order flow in the foreign exchange market. (2010). cerrato, mario ; Saunders, Alex ; Sarantis, Nicholas .
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:144.

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  48. Limit-Order Submission Strategies under Asymmetric Information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3054.

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  49. HIGH-FREQUENCY ANALYSIS OF FOREIGN EXCHANGE INTERVENTIONS: WHAT DO WE LEARN?. (2010). Menkhoff, Lukas.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:24:y:2010:i:1:p:85-112.

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  50. On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data. (2009). Yoshida, Yushi ; Rulke, Jan C..
    In: Discussion Papers.
    RePEc:kyu:dpaper:35.

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  51. When do central banks prefer to intervene secretly?. (2009). Manzano, Carolina ; Ferré, Montserrat ; Ferre, Montserrat .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:4:p:378-393.

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  52. Trader see, trader do: How do (small) FX traders react to large counterparties trades?. (2009). Schmeling, Maik ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-415.

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  53. Is there any common knowledge news in the Euro/Dollar market?. (2009). Heinen, Andréas ; Ben Omrane, Walid.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:18:y:2009:i:4:p:656-670.

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  54. Communicating policy options at the zero bound. (2009). Fischer, Andreas ; Burkhard, Lukas .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:5:p:742-754.

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  55. Price discovery in the round-the-clock U.S. Treasury market. (2009). Wang, Junbo ; Lin, Hai ; Wu, Chunchi ; He, Yan.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:3:p:464-490.

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  56. Trading activity, dealer concentration and foreign exchange market quality. (2009). Kaul, Aditya ; Sapp, Stephen .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:2122-2131.

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  57. Dispersion of Beliefs in the Foreign Exchange Market. (2009). Wolff, Christian ; Verschoor, Willem ; Willem F. C. Verschoor, ; Willem F. C. Verschoor, ; Jongen, Ron ; Remco C. J. Zwinkels, ; Remco C. J. Zwinkels, .
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:09-01.

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  58. Oral Interventions Versus Actual Interventions in Fx Markets – An Event?Study Approach. (2008). Fratzscher, Marcel.
    In: Economic Journal.
    RePEc:wly:econjl:v:118:y:2008:i:530:p:1079-1106.

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  59. Market effects of foreign exchange coordinated intervention. (2008). Manzano, Carolina ; Carracedo, Montserrat Ferre .
    In: Working Papers.
    RePEc:urv:wpaper:2072/5366.

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  60. Does FOMC News Increase Global FX Trading?. (2008). Ranaldo, Angelo ; Fischer, Andreas.
    In: Working Papers.
    RePEc:snb:snbwpa:2008-09.

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  61. Communication and exchange rate policy. (2008). Fratzscher, Marcel.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:4:p:1651-1672.

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  62. Local information in foreign exchange markets. (2008). Schmeling, Maik ; Menkhoff, Lukas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:8:p:1383-1406.

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  63. Is foreign exchange intervention effective? Some microanalytical evidence from the Czech Republic. (2008). Scalia, Antonio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:4:p:529-546.

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  64. Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys. (2008). Lemmens, Aurelie ; Dekimpe, Marnik G. ; Croux, Christophe.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:24:y:2008:i:3:p:414-431.

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  65. The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis. (2008). Taylor, Mark ; Reitz, Stefan.
    In: European Economic Review.
    RePEc:eee:eecrev:v:52:y:2008:i:1:p:55-76.

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  66. Does FOMC News Increase Global FX Trading?. (2008). Ranaldo, Angelo ; Fischer, Andreas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6753.

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  67. Dispersion of Beliefs in the Foreign Exchange Market. (2008). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Zwinkels, Remco C. J., ; Jongen, Ron .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6738.

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  68. High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?. (2008). Menkhoff, Lukas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2473.

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  69. Heterogeneous Market‐Making in Foreign Exchange Markets: Evidence from Individual Bank Responses to Central Bank Interventions. (2007). Chari, Anusha.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:5:p:1131-1162.

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  70. When do central banks prefer to intervene secretly?. (2007). Manzano, Carolina ; Carracedo, Montserrat Ferre .
    In: Working Papers.
    RePEc:urv:wpaper:2072/5317.

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  71. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12953.

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  72. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
    In: Working Papers.
    RePEc:mie:wpaper:561.

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  73. Heterogeneous Market-Making in Foreign Exchange Markets: Evidence from Individual Bank Responses to Central Bank Interventions. (2007). Chari, Anusha.
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:39:y:2007:i:5:p:1131-1162.

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  74. Real-Time Effects of Central Bank Interventions in the Euro Market. (2007). Fatum, Rasmus ; Pedersen, Jesper .
    In: EPRU Working Paper Series.
    RePEc:kud:epruwp:07-01.

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  75. The influence of actual and unrequited interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:2:p:171-200.

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  76. Whose trades convey information? Evidence from a cross-section of traders. (2007). Schmeling, Maik ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-357.

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  77. The advantage of showing your hand selectively in foreign exchange interventions. (2007). Barnett, Richard ; Ozerturk, Saltuk.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:23:y:2007:i:1:p:228-244.

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  78. Herding and the information content of trades in the Australian dollar market. (2007). Wang, Jianxin ; Carpenter, Andrew.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:15:y:2007:i:2:p:173-194.

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  79. Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan. (2007). Kim, Suk-Joong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:4:p:341-360.

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  80. Informative trading or just costly noise? An analysis of Central Bank interventions. (2007). Pasquariello, Paolo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:10:y:2007:i:2:p:107-143.

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  81. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2007). Taylor, Mark ; Menkhoff, Lukas.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:45:y:2007:i:4:p:936-972.

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  82. The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis. (2006). Taylor, Mark ; Reitz, Stefan.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4245.

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  83. The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:769.

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  84. Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume. (2006). Li, Jinliang ; Wu, Chunchi.
    In: The Journal of Business.
    RePEc:ucp:jnlbus:v:79:y:2006:i:5:p:2697-2740.

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  85. The Coordination Channel of Foreign Exchange Intervention. (2006). Taylor, Mark ; Reitz, Stefan.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:16.

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  86. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-352.

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  87. Local Information in Foreign Exchange Markets. (2006). Schmeling, Maik ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-331.

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  88. Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market. (2006). Gau, Yin-Feng ; Hua, Mingshu .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:14:y:2006:i:2:p:193-208.

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  89. The accuracy of reports of foreign exchange intervention by the Bank of Japan: Does Tokyo know more?. (2006). Chang, Yuanchen.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:8:p:1241-1256.

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  90. On the inadequacy of newswire reports for empirical research on foreign exchange interventions. (2006). Fischer, Andreas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:8:p:1226-1240.

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  91. When do central bank interventions influence intra-daily and longer-term exchange rate movements?. (2006). Dominguez, Kathryn ; Dominguez, Kathryn M. E., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:7:p:1051-1071.

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  92. The effectiveness of central bank intervention in the EMS: The post 1993 experience. (2006). Stix, Helmut ; Grech, Harald ; Brandner, Peter .
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  93. On the long-term effectiveness of exchange rate communication and interventions. (2006). Fratzscher, Marcel.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:1:p:146-167.

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  94. Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australias interventions 1986-2003. (2006). Kim, Suk-Joong ; Pham, Cyril Minh Dao, .
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    RePEc:eee:intfin:v:16:y:2006:i:5:p:446-467.

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  95. Profits and speculation in intra-day foreign exchange trading. (2006). Menkhoff, Lukas ; Mende, Alexander.
    In: Journal of Financial Markets.
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  96. Were bid-ask spreads in the FX market excessive during the Asian crisis?. (2006). Sy, Amadou ; Becker, Torbjörn.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:15:y:2006:i:4-5:p:434-449.

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  97. Nonlinear dynamics in Nasdaq dealer quotes. (2006). Frijns, Bart ; Schotman, Peter C..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2006:i:4:p:2246-2266.

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  98. Is foreign exchange intervention effective? Some micro-analytical evidence from the Czech Republic. (2006). Scalia, Antonio.
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    RePEc:bdi:wptemi:td_579_06.

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  99. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
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  100. Were Bid-Ask Spreads in the Foreign Exchange Market Excessive During the Asian Crisis?. (2005). Sy, Amadou ; Becker, Torbjorn I.
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  101. Tokyo insiders and the informational efficiency of the yen|dollar exchange rate. (2005). Melvin, Michael ; Covrig, Vicentiu .
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  102. What are the Origins of Foreign Exchange Movements?. (2005). Evans, Martin ; Martin D. D. Evans, .
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  103. Identifying the efficacy of central bank interventions: evidence from Australia and Japan. (2005). Rigobon, Roberto ; Kearns, Jonathan.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:66:y:2005:i:1:p:31-48.

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  104. The impact of the Japanese banking crisis on the intraday FX market in late 1997. (2005). Hashimoto, Yuko .
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  106. The Impact of the Japanese Banking Crisis on the Intraday FX Market. (2004). Hashimoto, Yuko .
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  107. Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience. (2004). Holub, Tomas.
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  108. Economic News and the Impact of Trading on Bond Prices. (2004). Green, Clifton T..
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  109. Reuters News Reports versus Official Interventions: A Cautionary Warning. (2003). Fischer, Andreas.
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  110. Identifying the Efficacy of Central Bank Interventions: Evidence from Australia. (2003). Rigobon, Roberto ; Kearns, Jonathan.
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  111. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
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  113. Anatomy of a Market Crash: A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis. (2003). SaltoÄŸlu, Burak ; Danielsson, Jon.
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  114. Government intervention in the foreign exchange market. (2003). Humpage, Owen.
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    In: THEMA Working Papers.
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  116. Secrecy versus Selective Disclosure in Sterilized Foreign Exchange Interventions. (2003). Barnett, Richard ; Richard, BARNETT ; Saltuk, OZERTURK .
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  117. Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis. (2003). SaltoÄŸlu, Burak ; Danielsson, Jon ; Saltoglu, Burak .
    In: LSE Research Online Documents on Economics.
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  118. A transaction level study of the effects of central bank intervention on exchange rates. (2003). Vitale, Paolo ; Payne, Richard.
    In: Journal of International Economics.
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  119. Informed trade in spot foreign exchange markets: an empirical investigation. (2003). Payne, Richard.
    In: Journal of International Economics.
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  120. The market microstructure of central bank intervention. (2003). Dominguez, Kathryn ; Dominguez, Kathryn M. E., .
    In: Journal of International Economics.
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  121. The response of individual FX dealersquoting activity to macroeconomic news announcements. (2003). Heinen, Andréas ; ben Omrane, Walid.
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  122. Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data. (2003). Beine, Michel ; Benassy-Quere, Agnès.
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  123. Are Different-Currency Assets Imperfect Substitutes?. (2003). Lyons, Richard ; Evans, Martin.
    In: CESifo Working Paper Series.
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  124. Effective Foreign Exchange Intervention: Matching Strategies with Objectives.. (2003). King, Michael.
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    RePEc:bla:intfin:v:6:y:2003:i:2:p:249-71.

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  125. Transparency versus constructive ambiguity in foreign exchange intervention. (2003). Chiu, Priscilla .
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  126. Market Efficiency and Price Formation When Dealers are Asymmetrically Informed. (2002). Lovo, S M ; Calcagno, R.
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  127. Market Efficiency and Price Formation When Dealers are Asymmetrically Informed. (2002). Calcagno, R. ; Lovo, S. M..
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  128. Identifying the Efficacy of Central Bank Interventions: The Australian Case. (2002). Rigobon, Roberto ; Kearns, Jonathan.
    In: NBER Working Papers.
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  129. Are Different-Currency Assets Imperfect Substitutes?. (2002). Lyons, Richard K ; Evans, Martin.
    In: Working Papers.
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  130. The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits. (2002). Neely, Christopher.
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  131. A transaction level study of the effects of central bank intervention on exchange rates. (2002). Vitale, Paolo ; Payne, Richard.
    In: LSE Research Online Documents on Economics.
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  132. The impact of government intervention on stock returns: Evidence from Hong Kong. (2002). Wong, Rickie W. ; Su, Yuli ; Yip, Yewmun .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:11:y:2002:i:3:p:277-297.

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  133. Forecasting exchange rates: Do banks know better?. (2002). Eun, Cheol S. ; Sabherwal, Sanjiv .
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  134. Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen?. (2002). Melvin, Michael ; Covrig, Vicentiu .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:9:y:2002:i:3:p:271-285.

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  135. Price Leadership in the Spot Foreign Exchange Market. (2002). Sapp, Stephen G..
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  136. Central bank intervention and market expectations. (2002). Bank for International Settlements, .
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  137. Banks as Monitors of Other Banks: Evidence from the Overnight Federal Funds Market.. (2001). Furfine, Craig H.
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  138. The foreign exchange market interventions of the European Central Bank. (2001). Pierdzionc, C. ; Frenkel, M. ; Stadtmann, G..
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  139. The foreign exchange market interventions of the European Central Bank. (2001). Pierdzionc, C. ; Frenkel, M. ; Stadtmann, G..
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  140. Portfolio Balance, Price Impact, and Secret Intervention. (2001). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
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  141. A Transaction Level Study of the Effects of Central Bank Intervention on Exchange Rates. (2001). Vitale, Paolo ; Payne, Richard.
    In: FMG Discussion Papers.
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  142. 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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  143. Sterilized intervention, nonsterilized intervention, and monetary policy. (2001). Humpage, Owen ; Craig, Ben.
    In: Working Papers (Old Series).
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  144. Technical analysis and central bank intervention. (2001). Neely, Christopher ; Weller, Paul A..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:7:p:949-970.

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  145. Quote revision and information flow among foreign exchange dealers. (2001). Wang, Jianxin.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:11:y:2001:i:2:p:115-136.

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  146. Information sharing and central bank intervention in the foreign exchange market. (2001). Popper, Helen ; Montgomery, John D..
    In: Journal of International Economics.
    RePEc:eee:inecon:v:55:y:2001:i:2:p:295-316.

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  147. Market efficiency and Price Formation when Dealers are Asymmetrically Informed. (2001). Calcagno, Riccardo ; Lovo, Stefano M..
    In: HEC Research Papers Series.
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  148. A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates. (2001). Vitale, Paolo ; Payne, Richard.
    In: CEPR Discussion Papers.
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  149. Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?. (2001). Taylor, Mark ; Sarno, Lucio.
    In: CEPR Discussion Papers.
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  150. Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?. (2001). Taylor, Mark ; Sarno, Lucio.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:39:y:2001:i:3:p:839-868.

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  151. Are Different-Currency Assets Imperfect Substitutes?. (2000). Keller, Wolfgang ; Evans, Martin.
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~00-00-05.

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  152. Technical analysis and central bank intervention. (2000). Neely, Christopher ; Weller, Paul .
    In: Working Papers.
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  153. Speculative noise trading and manipulation in the foreign exchange market. (2000). Vitale, Paolo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:5:p:689-712.

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  154. Intervention from an information perspective. (2000). Humpage, Owen ; Baillie, Richard ; Osterberg, William P..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:10:y:2000:i:3-4:p:407-421.

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  155. A survey of market practitioners views on exchange rate dynamics. (2000). Cheung, Yin-Wong ; Wong, Clement Yuk-Pang.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:51:y:2000:i:2:p:401-419.

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  156. Order Flow and Exchange Rate Dynamics.. (1999). Lyons, Richard ; Evans, Martin.
    In: Research Program in Finance Working Papers.
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  157. Price Discovery on Foreign Exchange Markets with Differentially Informed Traders. (1999). de Jong, Frank ; Mahieu, Ronald ; Schotman, Peter ; van Leeuwen, Irma .
    In: Tinbergen Institute Discussion Papers.
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  158. The Market Microstructure of Central Bank Intervention. (1999). Dominguez, Kathryn.
    In: NBER Working Papers.
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  159. Order Flow and Exchange Rate Dynamics. (1999). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
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  160. Intervention as information: a survey. (1999). Humpage, Owen ; Baillie, Richard ; Osterberg, William P..
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  161. Intraday Exchange Rate Dynamics and Monetary Policy. (1999). Topol, Richard ; Boubel, Aurelie .
    In: Documents de recherche.
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  162. Sterilised central bank intervention in the foreign exchange market. (1999). Vitale, Paolo.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:49:y:1999:i:2:p:245-267.

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  163. Price Discovery on Foreign Exchange Markets. (1999). Mahieu, Ronald ; de Jong, Frank ; Schotman, Peter .
    In: CEPR Discussion Papers.
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  164. The pricing of bank lending and borrowing: evidence from the federal funds market. (1999). Furfine, C. H..
    In: BIS Working Papers.
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  165. An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention. (1999). Neil, Beattie Fillion.
    In: Staff Working Papers.
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  166. Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment. (1998). Bollerslev, Tim ; Das, Ashish ; Anderson, Torben G..
    In: NBER Working Papers.
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  167. Security Bid/Ask Dynamics with Discreteness and Clustering: Simple Strategies for Modeling and Estimation. (1998). Hasbrouck, Joel .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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  168. Intraday effects of foreign exchange intervention by the Bank of Japan1. (1998). Taylor, Stephen J. ; Chang, Yuanchen.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:1:p:191-210.

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