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One minute in the life of the DM/US$: Public news in an electronic market · Study

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ArticleOne minute in the life of the DM/US$: Public news in an electronic market

John A. Carlson2006

Article2006

One minute in the life of the DM/US$: Public news in an electronic market

John A. Carlson · Melody Lo

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

No readable copy stored yet — this record is metadata only.

Financial Markets and Investment Strategies Monetary Policy and Economic Impact Market Dynamics and Volatility

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 47 citations exist upstream.

References

1991Measuring the Information Content of Stock Trades 1986Stock return variances 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange 2001The Microstructure Approach to Exchange Rates 1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information 1999Order Flow and Exchange Rate Dynamics 1999Order flow composition and trading costs in a dynamic limit order market 1994The Impact of Public Information on the Stock Market

Cited by

2011A Survey of Announcement Effects on Foreign Exchange Volatility and Jumps

Details

Year2006

Typearticle

Published2006-10-07

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations47

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jimonfin.2006.08.005

openalex_workW2116304852

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