Tests of microstructural hypotheses in the foreign exchange marketRichard K. Lyons1995-10-01articleJournal of Financial Economics517 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesMonetary Policy and Economic ImpactStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 517 citations exist upstream.References1985Continuous Auctions and Insider Trading1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders1991Inferring Trade Direction from Intraday Data1988A Theory of Intraday Patterns: Volume and Price Variability1987Price, trade size, and information in securities markets1991Measuring the Information Content of Stock Trades1988Estimating the components of the bid/ask spread1992Time and the Process of Security Price AdjustmentCited by1997From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets2010Safe Haven Currencies2005Market microstructure: A survey of microfoundations, empirical results, and policy implications2004Economic News and the Impact of Trading on Bond Prices1997High frequency data in financial markets: Issues and applications2008How is macro news transmitted to exchange rates?2008Arbitrage in the foreign exchange market: Turning on the microscope1997Catching the Wave: Alertness, Responsiveness, and Market Influence in Global Electronic Networks