Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen?
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- Ito, T. & Lyons, R. & Melvin, M.T., 1997.
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- De Jong, Frank & Mahieu, Ronald & Schotman, Peter, 1998. "Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2," Journal of International Money and Finance, Elsevier, vol. 17(1), pages 5-27, February.
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