The information effect of order flows in foreign currency futures and spot markets
Author:
Affiliation:
1. Department of Finance, College of Business Chung Yuan Christian University Taoyuan Jhongli Taiwan
2. Department of Finance, School of Management National Central University Taoyuan Taiwan
Funder
Ministry of Science and Technology, Taiwan
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22345
Reference62 articles.
1. The accuracy of the tick test: Evidence from the Australian stock exchange
2. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
3. Real-time price discovery in global stock, bond and foreign exchange markets
4. The Interrelation of Stock and Options Market Trading-Volume Data
5. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
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