Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen?-Reference-Cited by-同舟云学术

Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen?

Published:2002-08 Issue:3 Volume:9 Page:271-285
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Covrig Vicentiu,Melvin Michael

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference20 articles.

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2. Periodic market closure and trading volume;Brock;Journal of Economic Dynamics and Control,1992

3. High frequency analysis of lead–lag relationships between financial markets;De Jong;Journal of Empirical Finance,1997

4. Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate;De Jong;Journal of International Money and Finance,1998

5. De Jong, F., Mahieu, R., Schotman, P., van Leeuwen, I., 2001. Price discovery on foreign exchange markets with differentially informed traders. Working Paper, Limburg Institute of Financial Economics.

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