Nothing Special   »   [go: up one dir, main page]
create a website
Market structure and inefficiency in the foreign exchange market. (1994). Flood, Mark.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:13:y:1994:i:2:p:131-158.

Full description at Econpapers || Download paper

Cited: 34

Citations received by this document

Cites: 0

References cited by this document

Cocites: 0

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Compressing Over-the-Counter Markets. (2019). Roukny, Tarik ; D'Errico, Marco.
    In: Papers.
    RePEc:arx:papers:1705.07155.

    Full description at Econpapers || Download paper

  2. The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market. (2018). Kukacka, Jiri ; Stanek, Filip.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9649-9.

    Full description at Econpapers || Download paper

  3. How does risk flow in the credit default swap market?. (2018). Derrico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:35:y:2018:i:c:p:53-74.

    Full description at Econpapers || Download paper

  4. Compressing over-the-counter markets. (2017). Roukny, Tarik ; Derrico, Marco.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201744.

    Full description at Econpapers || Download paper

  5. How does risk flow in the credit default swap market?. (2016). Peltonen, Tuomas ; Scheicher, Martin ; Battiston, Stefano ; D'Errico, Marco.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201633.

    Full description at Econpapers || Download paper

  6. Rethinking Financial Contagion. (2016). Visentin, Gabriele ; D'Errico, Marco ; Battiston, Stefano.
    In: Papers.
    RePEc:arx:papers:1608.07831.

    Full description at Econpapers || Download paper

  7. Precious metals under the microscope: a high-frequency analysis. (2015). Ranaldo, Angelo ; Caporin, Massimiliano ; Velo, Gabriel G..
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:5:p:743-759.

    Full description at Econpapers || Download paper

  8. 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.

    Full description at Econpapers || Download paper

  9. Precious Metals Under the Microscope: A High-Frequency Analysis. (2014). Ranaldo, Angelo ; Caporin, Massimiliano ; Velo, Gabriel G..
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:09.

    Full description at Econpapers || Download paper

  10. The central bank in market efficiency: The case of Taiwan. (2014). Huang, Han-Ching ; Su, Yong-Chern ; Chen, Pei-wen .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:29:y:2014:i:c:p:239-260.

    Full description at Econpapers || Download paper

  11. HIGH‐FREQUENCY EXCHANGE‐RATE PREDICTION WITH AN ARTIFICIAL NEURAL NETWORK. (2012). McGroarty, Frank ; Choudhry, Taufiq ; Wang, Shiyun ; Peng, KE.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:19:y:2012:i:3:p:170-178.

    Full description at Econpapers || Download paper

  12. The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael.
    In: Working Papers.
    RePEc:brd:wpaper:54.

    Full description at Econpapers || Download paper

  13. Experimentation in Financial Markets. (2009). Simonov, Andrei ; Massa, Massimo.
    In: Management Science.
    RePEc:inm:ormnsc:v:55:y:2009:i:8:p:1377-1390.

    Full description at Econpapers || Download paper

  14. Noise-trader risk and Bayesian market making in FX derivatives: rolling loaded dice?. (2009). Ulibarri, Carlos ; Anselmo, Peter C. ; Hovespian, Karen ; Tolk, Jacob ; Florescu, Ionut.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:3:p:268-279.

    Full description at Econpapers || Download paper

  15. The introduction of the euro in the perspective of accession and the challenges of absorption. (2009). Dbrowska-Gruszczynska, Katarzyna ; Gruszczyski, Marcin .
    In: Ekonomia journal.
    RePEc:eko:ekoeko:22_55.

    Full description at Econpapers || Download paper

  16. 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.

    Full description at Econpapers || Download paper

  17. A study on foreign exchange dealers bid-ask spread quote behavior. (2009). Hua, Mingshu .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:17:y:2009:i:4:p:506-523.

    Full description at Econpapers || Download paper

  18. Noise trader risk and Bayesian market making in FX derivatives: rolling loaded dice?. (2008). Ulibarri, Carlos ; Florescu, Ionut ; Anselmo, Peter ; Hovsepian, Karen ; Tolk, Jacob .
    In: MPRA Paper.
    RePEc:pra:mprapa:14814.

    Full description at Econpapers || Download paper

  19. Empirical market microstructure: An analysis of the BRL/US$ exchange rate market. (2008). Laurini, Márcio ; Furlani, Luiz Gustavo Cassilatti, ; Portugal, Marcelo Savino.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:9:y:2008:i:4:p:247-265.

    Full description at Econpapers || Download paper

  20. Intraday exchange rate volatility: ARCH, news and seasonality effects. (2007). Gau, Yin-Feng ; Hua, Mingshu .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:47:y:2007:i:1:p:135-158.

    Full description at Econpapers || Download paper

  21. 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.

    Full description at Econpapers || Download paper

  22. Intraday volatility in the Taipei FX market. (2005). Gau, Yin-Feng.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:13:y:2005:i:4:p:471-487.

    Full description at Econpapers || Download paper

  23. Cournot model of brokered FX trading. (2005). Ulibarri, Carlos ; Trabatti, Mauro X. ; Anselmo, Peter C..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:5:p:425-436.

    Full description at Econpapers || Download paper

  24. Foreign Exchange Market Organization in Selected Developing and Transition Economies; Evidence from a Survey. (2004). Canales, Jorge I.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/004.

    Full description at Econpapers || Download paper

  25. Time-varying liquidity in foreign exchange. (2002). Lyons, Richard ; Evans, Martin.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:49:y:2002:i:5:p:1025-1051.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  28. Order Flow and Exchange Rate Dynamics.. (1999). Lyons, Richard ; Evans, Martin.
    In: Research Program in Finance Working Papers.
    RePEc:ucb:calbrf:rpf-288.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  30. Two months in the life of several gilt-edged market makers on the London Stock Exchange. (1998). Vitale, Paolo.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:8:y:1998:i:3-4:p:299-324.

    Full description at Econpapers || Download paper

  31. A simultaneous trade model of the foreign exchange hot potato. (1997). Lyons, Richard.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:42:y:1997:i:3-4:p:275-298.

    Full description at Econpapers || Download paper

  32. Kamatkülönbség és árfolyam-várakozások az előre bejelentett kúszó árfolyamrendszerben. (1996). Darvas, Zsolt.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:115.

    Full description at Econpapers || Download paper

  33. 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.

    Full description at Econpapers || Download paper

  34. Tests of microstructural hypotheses in the foreign exchange market. (1995). Lyons, Richard.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:39:y:1995:i:2-3:p:321-351.

    Full description at Econpapers || Download paper

References

References cited by this document

    This document has not been processed yet.

    You may help us by submiting the list of references

Cocites

Documents in RePEc which have cited the same bibliography

          This document has not co-citation data yet.

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-27 23:41:39 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.