Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

FX Spreads and Dealer Competition Across the 24-Hour Trading Day

16 references·16 citing·43 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
1988Testing for a Unit Root in Time Series Regression19,288 cited
1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
1994Is the Electronic Open Limit Order Book Inevitable?996 cited
1983The Dynamics of Dealer Markets Under Competition783 cited
1978THE PRICING OF SECURITY DEALER SERVICES: AN EMPIRICAL STUDY OF NASDAQ STOCKS630 cited
1993A geographical model for the daily and weekly seasonal volatility in the foreign exchange market609 cited
1995Tests of microstructural hypotheses in the foreign exchange market517 cited
1991Intra-Day and Inter-Market Volatility in Foreign Exchange Rates489 cited
1990Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis482 cited
1993Trading Patterns and Prices in the Interbank Foreign Exchange Market365 cited
1993Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets358 cited
1994Bid—ask spreads and volatility in the foreign exchange market300 cited
1988

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

The Foreign Exchange Market: A Random Walk with a Dragging Anchor

255 cited

1994Bid-ask spreads in the interbank foreign exchange markets211 cited

Cited by

2003Market Microstructure92 cited
2000Government Intervention and Adverse Selection Costs in Foreign Exchange Markets90 cited
2005Dynamic risk management: Theory and evidence87 cited
2002Information-Based Trading in the Treasury Note Interdealer Broker Market77 cited
2002How has the euro changed the foreign exchange market?63 cited
2004The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney58 cited
2005Trading Activity and Foreign Exchange Market Quality57 cited
1999Symposium on Market Microstructure: A Review of Empirical Research52 cited
2001Competing market makers, liquidity provision, and bid–ask spreads52 cited
2004The Dynamics of Price Discovery50 cited
2010Central bank intervention and the intraday process of price formation in the currency markets49 cited
2009Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?49 cited
2002The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets46 cited
2022Liquidity in the global currency market45 cited
2019Insights from bitcoin trading43 cited
2016Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market42 cited