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Asymmetric Information in the Interbank Foreign Exchange Market · Study

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PreprintAsymmetric Information in the Interbank Foreign Exchange Market

Geir Høidal Bjønnes2008

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Preprintgreen2008

Asymmetric Information in the Interbank Foreign Exchange Market

Geir Høidal Bjønnes · Carol L. Osler · Dagfinn Rime

17 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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References

1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1991Measuring the Information Content of Stock Trades 1988Liquidity and Market Structure 1986Do Demand Curves for Stocks Slope Down?1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS 1992Time and the Process of Security Price Adjustment 2001Common factors in prices, order flows, and liquidity

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2009Market Microstructure, Foreign Exchangeother · 28 shared references 2013The market microstructure approach to foreign exchange: Looking back and looking forwardarticle · 23 shared references 2006Price Discovery in Currency Marketspreprint · 17 shared references 2007Local information in foreign exchange marketsarticle · 17 shared references 2009Whose trades convey information? Evidence from a cross-section of tradersarticle · 16 shared references 2020Asymmetric Information Risk in FX Marketsarticle · 15 shared references

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations17

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1102202

openalex_workW2167183977

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