Exchange Rate Fundamentals and Order Flow
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- Martin D. D. Evans & Richard K. Lyons, 2017. "Exchange Rate Fundamentals and Order Flow," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 16, pages 645-724, World Scientific Publishing Co. Pte. Ltd..
- Martin D. D. Evans & Richard K. Lyons, 2012. "Exchange Rate Fundamentals and Order Flow," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 2(04), pages 1-63.
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More about this item
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2007-06-11 (Central Banking)
- NEP-FOR-2007-06-11 (Forecasting)
- NEP-IFN-2007-06-11 (International Finance)
- NEP-MON-2007-06-11 (Monetary Economics)
- NEP-MST-2007-06-11 (Market Microstructure)
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