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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97-04, Economisch Institut voor het Midden en Kleinbedrijf-.
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- deB. Harris, Frederick H. & McInish, Thomas H. & Shoesmith, Gary L. & Wood, Robert A., 1995. "Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(04), pages 563-579, December.
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