Add to ORKG1 Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EM
This article presents an overview of research on the Microstructure of Foreign Exchange Markets. We ...
This paper studies a period containing three major structural changes, which constitute a natural ex...
This article empirically examines the relationship between order sizes and spreads in the foreign ex...
This article examines how microstructure effects, evident in high frequency data, influence bid-ask ...
We examine the role of market structure in identifying microstructure features of the NYSE.Euronext ...
As asymmetric information model of the bid - ask spread is developed for a foreign exchange market s...
This paper provides an overview of the recent literature on Foreign Exchange Market Microstructure. ...
This paper applies an established bid-ask spread decomposition model to spot foreign exchange market...
This paper applies an established bid-ask spread decomposition model to spot foreign exchange market...
This paper introduces a three-part transactions dataset to test various microstructural hypotheses a...
This paper analyses the Singapore foreign exchange market from a microstructure approach. Specifical...
The low explanatory power of macro-based FX models has prompted researchers to seek other approaches...
Research on foreign exchange market microstructure stresses the importance of order flow, heterogene...
Consistent with the implications from a simple asymmetric information model for the bid-ask spread, ...
The paper studies the effect of the market's perceivedexchange rate volatility on bid-ask sprea...
This article presents an overview of research on the Microstructure of Foreign Exchange Markets. We ...
This paper studies a period containing three major structural changes, which constitute a natural ex...
This article empirically examines the relationship between order sizes and spreads in the foreign ex...
This article examines how microstructure effects, evident in high frequency data, influence bid-ask ...
We examine the role of market structure in identifying microstructure features of the NYSE.Euronext ...
As asymmetric information model of the bid - ask spread is developed for a foreign exchange market s...
This paper provides an overview of the recent literature on Foreign Exchange Market Microstructure. ...
This paper applies an established bid-ask spread decomposition model to spot foreign exchange market...
This paper applies an established bid-ask spread decomposition model to spot foreign exchange market...
This paper introduces a three-part transactions dataset to test various microstructural hypotheses a...
This paper analyses the Singapore foreign exchange market from a microstructure approach. Specifical...
The low explanatory power of macro-based FX models has prompted researchers to seek other approaches...
Research on foreign exchange market microstructure stresses the importance of order flow, heterogene...
Consistent with the implications from a simple asymmetric information model for the bid-ask spread, ...
The paper studies the effect of the market's perceivedexchange rate volatility on bid-ask sprea...
This article presents an overview of research on the Microstructure of Foreign Exchange Markets. We ...
This paper studies a period containing three major structural changes, which constitute a natural ex...
This article empirically examines the relationship between order sizes and spreads in the foreign ex...