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Liquidity provision in the overnight foreign exchange market · Study

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ArticleLiquidity provision in the overnight foreign exchange market

Geir Høidal Bjønnes2005

OA

Articlegreen2005

Liquidity provision in the overnight foreign exchange market

Geir Høidal Bjønnes · Dagfinn Rime · Haakon O. Aa. Solheim

116 citations·0/0 files stored·Journal of International Money and Finance

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Financial Markets and Investment Strategies Banking stability, regulation, efficiency Global Financial Crisis and Policies

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References

1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1983Empirical exchange rate models of the seventies 1988A Theory of Intraday Patterns: Volume and Price Variability 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK 1981Optimal dealer pricing under transactions and return uncertainty 1995Market microstructure theory

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2006Understanding order flow 2011Price discovery in currency markets 2013The market microstructure approach to foreign exchange: Looking back and looking forward 2012Foreign Exchange Market Structure, Players, and Evolution 2020Asymmetric Information Risk in FX Markets 2009Price Discovery in the Foreign Currency Futures and Spot Market

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2003Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysisarticle · 13 shared references 2011Global liquidity risk in the foreign exchange marketarticle · 12 shared references 2007A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATIONarticle · 12 shared references 2005Market microstructure: A survey of microfoundations, empirical results, and policy implicationsarticle · 11 shared references 2009Exchange rate forecasting, order flow and macroeconomic informationarticle · 11 shared references 2013The market microstructure approach to foreign exchange: Looking back and looking forwardarticle · 11 shared references

Details

Year2005

Typearticle

Published2005-02-11

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations116

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jimonfin.2004.12.003

openalex_workW2080984053

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2011Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis

2009Whose trades convey information? Evidence from a cross-section of traders