Every minute counts in financial markets-Reference-Cited by-同舟云学术

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Every minute counts in financial markets

Published:1991-03 Issue:1 Volume:10 Page:23-52
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Goodhart C.A.E.,Figliuoli L.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

1. Intra Day and Inter Market Volatility in Foreign Exchange Rates;Baillie,1989

2. How Big is the Random Walk in GNP;Cochrane,1987

3. Spot Rates, Forward Rates, and Exchange Market Efficiency;Cornell;Journal of Financial Economics,1977

4. Estimation and Hypothesis Testing in Non-Stationary Time Series;Dickey,1976

5. Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root;Dickey;Journal of the American Statistical Association,1979

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1. Return–volume nexus in financial markets: A survey of research;Research in International Business and Finance;2023-04

2. Return–Volume Nexus in Financial Markets: A Survey of Research;SSRN Electronic Journal;2022

3. Advanced Topics;Understanding Financial Risk Management, Second Edition;2019-10-28

4. Intra-day dynamics of exchange rates: New evidence from quantile regression;The Quarterly Review of Economics and Finance;2019-02

5. Price discovery in short-term interest rate markets: Futures versus swaps;Journal of Futures Markets;2018-06-06

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