Intraday Patterns in FX Returns and Order Flow
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jmcb.12032/fullpdf
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4. Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data;Berger;Journal of International Economics,2008
5. An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates;Breedon;Journal of International Money and Finance,2010
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