Informed and Uninformed Trading in the EUR/PLN Spot Market
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- repec:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500188 is not listed on IDEAS
- repec:wsi:wschap:9789813148543_0016 is not listed on IDEAS
- Martin D. D. Evans & Richard K. Lyons, 2017.
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More about this item
Keywordsprobability of informed trading; dynamic EKOP model; intraday liquidity modeling;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-06-11 (All new papers)
- NEP-CTA-2011-06-11 (Contract Theory & Applications)
- NEP-MST-2011-06-11 (Market Microstructure)
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