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Time-Varying Liquidity in Foreign Exchange. (2001). Evans, Martin ; Lyons, David .
In: Working Papers.
RePEc:geo:guwopa:gueconwpa~01-01-11.

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Cites: 36

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Cocites: 50

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  1. Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market. (2009). Pinter, Klara ; Frömmel, Michael ; Norbert Kiss M., ; Frommel, Michael.
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2009/3.

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  2. Trader see, trader do: How do (small) FX traders react to large counterparties trades?. (2009). Schmeling, Maik ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-415.

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  3. Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book. (2008). Schmeling, Maik ; Menkhoff, Lukas ; Melvin, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2221.

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References

References cited by this document

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