The currency that came in from the cold: Capital controls and the information content of order flow

Author:

Breedon Francis,Pétursson Thórarinn G.,Vitale Paolo

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference48 articles.

1. A simple estimation of bid-ask spreads from daily close, high, and low prices;Abdi;Rev. Financ. Stud.,2017

2. A theory of intra-day patterns: volume and price variability;Admati;Rev. Financ. Stud.,1988

3. The rise, fall, and resurrection of Iceland;Benediktsdóttir;Brooking Papers on Economic Activity, Fall,2017

4. Carry trades, order flow, and the forward bias puzzle;Breedon;J. Money Credit Bank.,2016

5. Central Bank of Iceland, 2016. Economy of Iceland, October 2016, Reykjavík Iceland. https://www.cb.is/publications/publications/publication/2016/10/13/Economy-of-Iceland-2016/.

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