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Segmentation and time-of-day patterns in foreign exchange markets · Study

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ArticleSegmentation and time-of-day patterns in foreign exchange markets

Angelo Ranaldo2009

OA

Articlegreen2009

Segmentation and time-of-day patterns in foreign exchange markets

42 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Global Financial Crisis and Policies

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References

1995Estimating long-run relationships from dynamic heterogeneous panels 1988A Theory of Intraday Patterns: Volume and Price Variability 1980Stock returns and the weekend effect 1988Liquidity and Market Structure 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange 1999Trying to Explain Home Bias in Equities and Consumption 1997Intraday periodicity and volatility persistence in financial markets 1998Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies

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Details

Year2009

Typearticle

Published2009-06-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations42

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2009.05.019

openalex_workW2004040129

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