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Foreign Exchange Volume: Sound and Fury Signifying Nothing?
4 references·16 citing·45 second hop
Foreign Exchange Volume: Sound and Fury Signifying Nothing? (1995)Foreign Exchange Volume: Sound and Fury S…Tests of microstructural hypotheses in the foreign exchange market (1995)Tests of microstructural hypo…A Bayesian model of intraday specialist pricing (1991)A Bayesian model of intraday …The Cost of Transacting (1968)The Cost of TransactingPublic Regulation of the Securities Markets (1964)Public Regulation of the Secu…Positive Feedback Trading Under Stress: Evidence from the US Treasury Securities Market (2013)Positive Feedback Trading Und…Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture (2010)Effects of Japanese macroecon…Bank of England Interest Rate Announcements and the Foreign Exchange Market (2009)Bank of England Interest Rate…Overconfidence in Currency Markets (2008)Overconfidence in Currency Ma…On the inadequacy of newswire reports for empirical research on foreign exchange interventions (2006)On the inadequacy of newswire…Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system (2006)Intraday seasonality in activ…Inter‐Dealer Trading in Financial Markets (2004)Inter‐Dealer Trading in Finan…The Market Microstructure of Central Bank Intervention (2002)The Market Microstructure of …The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets (2002)The euro as an international …Trading volumes and transaction costs in the foreign exchange market (1999)Trading volumes and transacti…The Market Microstructure of Central Bank Intervention (1999)The Market Microstructure of …Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders (1999)Macroeconomic Implications of…Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies? (1998)Does the Introduction of Futu…Do Reuters spreads reflect currencies' differences in global trading activity? (1998)Do Reuters spreads reflect cu…Microstructural dynamics in a foreign exchange electronic broking system (1996)Microstructural dynamics in a…Circadian Rhythms: The Effects of Global Market Integration in the Currency Trading Industry (1995)Circadian Rhythms: The Effect…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Customer Order Flow and Exchange Rate Movements: Is There Really Information Content? (2005)Trading European Sovereign Bonds: The Microstructure of the Mts Trading Platforms (2005)Market liquidity and its incorporation into risk management (2006)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Noise Trader Risk in Financial Markets (1990)Intraday Technical Trading in the Foreign Exchange Market (1999)The Effectiveness of Foreign Exchange Intervention in Emerging Market Countries: Evidence from the Czech Koruna (2007)Investment Strategy Optimization Using Technical Analysis and Predictive Modeling in Emerging Markets (2015)A Theory of Auctions and Competitive Bidding (1982)The Effect of Crossing‐Network Trading on Dealer Market's Bid‐Ask Spreads (2006)Market Structure and Transaction Costs of Index CDSs (2020)Swap trading after Dodd-Frank: Evidence from index CDS (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)The microstructure of the euro money market (2001)Models of exchange rate expectations: how much heterogeneity? (2003)Trading Volumes, Volatility and Spreads in Foreign Exchange Markets: Evidence from Emerging Market Countries (2005)Inferring Trade Direction from Intraday Data (1991)The Informational Role of Stock and Option Volume (2002)Should securities markets be transparent? (2005)Analyst Disagreement, Mispricing, and Liquidity* (2007)Market microstructure theory (1995)Market Microstructure Theory. (1996)Conditional covariances and direct central bank interventions in the foreign exchange markets (2003)The intra-day impact of communication on euro-dollar volatility and jumps (2014)A Theory of Intraday Patterns: Volume and Price Variability (1988)Intraday periodicity and volatility persistence in financial markets (1997)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets (2009)International macroeconomic announcements and intraday euro exchange rate volatility (2010)Price discovery in currency markets (2011)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)The New Issues Puzzle (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Information Effects on the Bid-Ask Spread (1983)Commonality in liquidity (2000)Market Liquidity and Trading Activity (2001)From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Safe Haven Currencies (2010)
this work references cited by second hop

References

  • 1968The Cost of Transacting1,909 cited
  • 1964Public Regulation of the Securities Markets679 cited
  • 1995Tests of microstructural hypotheses in the foreign exchange market517 cited
  • 1991A Bayesian model of intraday specialist pricing336 cited

Cited by

  • 2006Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system95 cited
  • 1999Trading volumes and transaction costs in the foreign exchange market94 cited
  • 2002The Market Microstructure of Central Bank Intervention83 cited
  • 2004Inter‐Dealer Trading in Financial Markets70 cited
  • 1999Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders69 cited
  • 2013Positive Feedback Trading Under Stress: Evidence from the US Treasury Securities Market65 cited
  • 1996Microstructural dynamics in a foreign exchange electronic broking system56 cited
  • 1999The Market Microstructure of Central Bank Intervention54 cited
  • 1998Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies?53 cited
  • 2010Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture51 cited

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2006
On the inadequacy of newswire reports for empirical research on foreign exchange interventions
48 cited
  • 1998Do Reuters spreads reflect currencies' differences in global trading activity?47 cited
  • 2002The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets46 cited
  • 2008Overconfidence in Currency Markets46 cited
  • 2009Bank of England Interest Rate Announcements and the Foreign Exchange Market43 cited
  • 1995Circadian Rhythms: The Effects of Global Market Integration in the Currency Trading Industry43 cited