References

• 2001The Distribution of Realized Exchange Rate Volatility2,108 cited
• 1983Information Effects on the Bid-Ask Spread1,875 cited
• 1997The Components of the Bid-Ask Spread: A General Approach1,145 cited
• 2001The Microstructure Approach to Exchange Rates1,043 cited
• 1995Tests of microstructural hypotheses in the foreign exchange market517 cited
• 1999Market Transparency: Who Wins and Who Loses?390 cited
• 1993Trading Patterns and Prices in the Interbank Foreign Exchange Market365 cited
• 1998The emergence of the euro as an international currency327 cited
• 2005Should securities markets be transparent?308 cited
• 1994Bid—ask spreads and volatility in the foreign exchange market300 cited
• 2003Informed trade in spot foreign exchange markets: an empirical investigation274 cited
• 1999Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets205 cited
• 1996Does a Large Minimum Price Variation Encourage Order Exposure126 cited
• 1999FX Spreads and Dealer Competition Across the 24-Hour Trading Day118 cited
• 1998Currency Competition and Foreign Exchange Markets: The Dollar, the Yen and the Euro117 cited