Quote revision and information flow among foreign exchange dealers
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Cited by:
- Otto Loistl & Bernd Schossmann & Olaf Vetter & Alexander Veverka, 2002. "A comparison of transaction costs on Xetra and on Nasdaq," Quantitative Finance, Taylor & Francis Journals, vol. 2(3), pages 199-216.
- Frijns, Bart & Schotman, Peter C., 2006.
"Nonlinear dynamics in Nasdaq dealer quotes,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2246-2266, December.
- Frijns, B.P.M. & Schotman, P.C., 2005. "Nonlinear dynamics in Nasdaq dealer quotes," Research Memorandum 059, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Ben Omrane, Walid & Heinen, Andréas, 2010. "Public news announcements and quoting activity in the Euro/Dollar foreign exchange market," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2419-2431, November.
- Ben Omrane, Walid & Heinen, Andréas, 2009. "Is there any common knowledge news in the Euro/Dollar market?," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 656-670, October.
- Sapp, Stephen G., 2002. "Price Leadership in the Spot Foreign Exchange Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 37(3), pages 425-448, September.
- BEN OMRANE, Walid & HEINEN, Andréas, 2003. "The response of individual FX dealers'quoting activity to macroeconomic news announcements," LIDAM Discussion Papers CORE 2003070, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Pollock, Andrew C. & Macaulay, Alex & Thomson, Mary E. & Onkal, Dilek, 2005. "Performance evaluation of judgemental directional exchange rate predictions," International Journal of Forecasting, Elsevier, vol. 21(3), pages 473-489.
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