1. Tactical currency allocation;Arnott;Financial Analysts Journal,1993
2. Central bank survey of foreign exchange and derivatives market activity 1995;Bank for International Settlements Monetary,1996
3. Trading patterns and prices in the interbank foreign exchange market;Bollerslev;Journal of Finance,1993
4. Intraday empirical regularities in LIFFE data;Buckle,1995
5. The microstructure of foreign exchange dynamics;Evans;HFDF 1998,1998