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Strategic trading in a two-sided foreign exchange auction1

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Author Info
Goldberg, Linda
Tenorio, Rafael

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Article provided by Elsevier in its journal Journal of International Economics.

Volume (Year): 42 (1997)
Issue (Month): 3-4 (May)
Pages: 299-326
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Handle: RePEc:eee:inecon:v:42:y:1997:i:3-4:p:299-326

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Goldberg, Linda S. & Karimov, Il'dar, 1997. "Black markets for currency, hoarding activity and policy reforms," Journal of International Economics, Elsevier, vol. 42(3-4), pages 349-369, May. [Downloadable!] (restricted)
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  2. Schmeidler, David, 1980. "Walrasian Analysis via Strategic Outcome Functions," Econometrica, Econometric Society, vol. 48(7), pages 1585-93, November. [Downloadable!] (restricted)
  3. Holt, Charles A & Langan, Loren W & Villamil, Anne P, 1986. "Market Power in Oral Double Auctions," Economic Inquiry, Oxford University Press, vol. 24(1), pages 107-23, January.
  4. Tenorio, Rafael, 1993. "Revenue Equivalence and Bidding Behavior in a Multi-unit Auction Market: An Empirical Analysis," The Review of Economics and Statistics, MIT Press, vol. 75(2), pages 302-14, May. [Downloadable!] (restricted)
  5. Arto Kovanen, 1994. "Foreign Exchange Auctions and Fixing: A Review of Performance," IMF Working Papers 94/119, International Monetary Fund.
  6. Goldberg, Linda S, 1993. "Foreign Exchange Markets in Russia - Understanding the Reforms," IMF Papers on Policy Analysis and Assessments 93/1, International Monetary Fund.
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  7. Walker, Donald A, 1972. "Competitive Tatonnement Exchange Markets," Kyklos, Blackwell Publishing, vol. 25(2), pages 345-63.
  8. Benedicte Vibe Christensen & Peter J. Quirk & Kyong Mo Huh & Toshihiko Sasaki, 1987. "Floating Exchange Rates in Developing Countries: Experience with Auction and Interbank Markets," IMF Occasional Papers 53, International Monetary Fund.
  9. Smith, Vernon L, 1982. "Markets as Economizers of Information: Experimental Examination of the "Hayek Hypothesis"," Economic Inquiry, Oxford University Press, vol. 20(2), pages 165-79, April.
  10. Bulow, Jeremy & Klemperer, Paul, 1994. "Rational Frenzies and Crashes," Journal of Political Economy, University of Chicago Press, vol. 102(1), pages 1-23, February. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Martin D. D. Evans and Richard K. Lyons., 1999. "Order Flow and Exchange Rate Dynamics," Research Program in Finance Working Papers RPF-288, University of California at Berkeley. [Downloadable!]
    Other versions:
  2. Menkhoff, Lukas & Schmeling, Maik, 2006. "Local Information in Foreign Exchange Markets," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-331, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    Other versions:
  3. Rafael Romeu & Lawrence Ausubel, 2005. "Bidder Participation and Information in Currency Auctions," IMF Working Papers 05/157, International Monetary Fund. [Downloadable!]
  4. Richard K. Lyons, 2001. "Foreign exchange: macro puzzles, micro tools," Pacific Basin Working Paper Series 01-10, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:
  5. Menkhoff, Lukas & Schmeling, Maik, 2007. "Whose trades convey information? Evidence from a cross-section of traders," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-357, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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