Price Discovery in the Foreign Currency Futures and Spot Market

Author:

Rosenberg Joshua V.,Traub Leah Goldman

Publisher

Elsevier BV

Reference58 articles.

1. Price Discovery and Common Factor Models;Richard T Baillie;Journal of Financial Markets,2002

2. Competition among Trading Venues: Information and Trading on Electronic Communications Networks;Michael J Barclay;Journal of Finance,2003

3. Time-Varying Risk Premia in the Foreign Currency Future Basis;Christopher F Baum;Journal of Futures Markets,1996

4. Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications;Bruno Biais;Journal of Financial Markets,2005

5. Dealer Behavior and Trading Systems in Foreign Exchange Markets;Geir Bjonnes;Journal of Financial Economics,2005

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