Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market-Reference-Cited by-同舟云学术

Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market

Published:1997-09 Issue:4 Volume:52 Page:1589-1614
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

PEIERS BETTINA

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1997.tb01122.x/fullpdf

Reference29 articles.

1. ARCH modeling in finance: A review of the theory and empirical evidence;Bollerslev;Journal of Econometrics,1992

2. Trading patterns and prices in the interbank foreign exchange market;Bollerslev;Journal of Finance,1993

3. Market microstructure effects of government intervention in the foreign exchange market;Bossaerts;Review of Financial Studies,1991

4. Public information releases, private information arrival, and volatility in the foreign exchange market;Gennaro;High-Frequency Data in Finance-1 Conference Proceedings,1995

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