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Price Discovery in Currency Markets. (2006). Osler, Carol ; Menkhoff, Lukas ; Mende, Alexander.
In: Hannover Economic Papers (HEP).
RePEc:han:dpaper:dp-351.

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  1. Price discovery in two?tier markets. (2021). Rime, Dagfinn ; Osler, Carol L ; Bjonnes, Geir H.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:3109-3133.

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  2. A model of market making with heterogeneous speculators. (2021). Bargigli, Leonardo.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00283-5.

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  3. The joint cross section of stocks and options. (2021). Subrahmanyam, Avanidhar ; Muravyev, Dmitriy ; Kurov, Alexander ; Chordia, Tarun.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1758-1778.

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  4. What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market. (2021). Puzzello, Daniela ; Lugovskyy, Volodymyr ; Holden, Craig W.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:140:y:2021:i:1:p:270-291.

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  5. The Moses effect: can central banks really guide foreign exchange markets?. (2020). Roy Trivedi, Smita.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01671-y.

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  6. Information shares in a two-tier FX market. (2020). Schreiber, Ben Z ; Piccotti, Louis R.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:19-35.

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  7. A Model of Market Making with Heterogeneous Speculators. (2019). Bargigli, Leonardo.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2019_01.rdf.

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  8. Forex trading and the WMR Fix. (2018). Martin, .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:87:y:2018:i:c:p:233-247.

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  9. Forex Trading and the WMR Fix. (2017). Evans, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:81583.

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  10. Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?. (2017). Stenfors, Alexis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2017-03.

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  11. Bid-Ask Spreads in OTC Markets. (2016). Osler, Carol ; Kathitziotis, Neophytos ; Bjonnes, Geir .
    In: Working Papers.
    RePEc:brd:wpaper:102.

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  12. The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Gehde-Trapp, Monika ; Nasev, Julia ; Gunduz, Yalin.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1212r2.

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  13. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:67470.

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  14. The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:c:p:184-205.

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  15. Truth and financial economics: A review and assessment. (2015). Andrikopoulos, Andreas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:186-195.

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  16. Information shares of two parallel currency options markets: Trading costs versus transparency/tradability. (2015). Schreiber, Ben ; Piccotti, Louis R..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:210-229.

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  17. Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component. (2014). Frömmel, Michael ; VAN GYSEGEM, F ; FRoMMEL, M..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:14/878.

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  18. Decomposing the bid-ask spread in multi-dealer markets. (2014). Li, Zhiyong ; Bleaney, Michael.
    In: Discussion Papers.
    RePEc:not:notecp:14/03.

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  19. Order choices under information asymmetry in foreign exchange markets. (2014). Gau, Yin-Feng ; Wu, Zhen-Xing .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:30:y:2014:i:c:p:106-118.

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  20. Bid-ask spread, order size and volatility in the foreign exchange market: an empirical investigation. (2013). Liouane, Naoufel ; GTIFA, Saida .
    In: E3 Journal of Business Management and Economics..
    RePEc:etr:series:v:4:y:2013:i:12:p:267-275.

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  21. Price discovery in government bond markets. (2013). Valseth, Siri.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:1:p:127-151.

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  22. The market microstructure approach to foreign exchange - Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol .
    In: Working Paper.
    RePEc:bno:worpap:2013_12.

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  23. Financial intermediation and the role of price discrimination in a two-tier market. (2012). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus A.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1794.

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  24. Asymetric Information and the Foreign-Exchange Trades of Global Custody Banks. (2012). Savaser, Tanseli ; Osler, Carol ; Nguyen, Thang Tan .
    In: Working Papers.
    RePEc:brd:wpaper:55.

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  25. The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael.
    In: Working Papers.
    RePEc:brd:wpaper:54.

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  26. The Microstructure of Currency Markets. (2012). Osler, Carol ; Wang, Xuhang .
    In: Working Papers.
    RePEc:brd:wpaper:49.

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  27. Fertility Responses to Prevention of Mother-to-Child Transmission of HIV. (2011). Wilson, Nicholas ; Osler, Carol ; Nguyen, Thang .
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2011-11.

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  28. End-user order flow and exchange rate dynamics - a dealers perspective. (2011). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:17:y:2011:i:2:p:153-168.

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  29. Spread Components in the Hungarian Forint-Euro Market. (2011). Van Gysegem, Frederick ; Frömmel, Michael ; FRMMEL, M..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:11/709.

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  30. Spread Components in the Hungarian Forint-Euro Market. (2011). Van Gysegem, Frederick ; Frömmel, Michael ; Frommel, Michael.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:1260.

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  31. Order Flows, Fundamentals and Exchange Rates. (2011). Marsh, Ian ; Iwatsubo, Kentaro.
    In: Discussion Papers.
    RePEc:koe:wpaper:1120.

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  32. Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics. (2011). shin, yongcheol ; Nguyen, Viet Hoang.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2011n14.

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  33. Foreign exchange market structure, players and evolution. (2011). Rime, Dagfinn ; King, Michael ; Osler, Carol .
    In: Working Paper.
    RePEc:bno:worpap:2011_10.

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  34. Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market. (2011). Lo, Ingrid ; Sapp, Stephen .
    In: Staff Working Papers.
    RePEc:bca:bocawp:11-8.

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  35. Trader see, trader do: How do (small) FX traders react to large counterparties trades?. (2010). Schmeling, Maik ; Menkhoff, Lukas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:7:p:1283-1302.

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  36. News announcements and price discovery in foreign exchange spot and futures markets. (2010). Gau, Yin-Feng ; Chen, Yu-Lun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1628-1636.

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  37. The electronic trading systems and bid-ask spreads in the foreign exchange market. (2010). Ding, Liang ; Hiltrop, Jonas .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:4:p:323-345.

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  38. Order aggressiveness and quantity: How are they determined in a limit order market?. (2010). Lo, Ingrid ; Sapp, Stephen G..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:3:p:213-237.

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  39. Whose trades convey information? Evidence from a cross-section of traders. (2010). Schmeling, Maik ; Menkhoff, Lukas.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:1:p:101-128.

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  40. Limit-Order Submission Strategies under Asymmetric Information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3054.

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  41. Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market. (2009). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus .
    In: MPRA Paper.
    RePEc:pra:mprapa:15602.

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  42. Bid-ask spread and order size in the foreign exchange market: an empirical investigation. (2009). Ding, Liang.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:1:p:98-105.

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  43. Segmentation and time-of-day patterns in foreign exchange markets. (2009). Ranaldo, Angelo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:12:p:2199-2206.

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  44. Asymmetric information in the interbank foreign exchange market. (2009). Rime, Dagfinn ; Osler, Carol ; Bjønnes, Geir ; Bjonnes, Geir H..
    In: Working Paper.
    RePEc:bno:worpap:2008_25.

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  45. What determines transaction costs in foreign exchange markets?. (2008). Ramadorai, Tarun.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:1:p:14-25.

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  46. FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value. (2008). Valente, Giorgio ; Joseph K. W. Fung, ; Fong, Wai-Ming .
    In: Working Papers.
    RePEc:hkm:wpaper:082008.

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  47. Local information in foreign exchange markets. (2008). Schmeling, Maik ; Menkhoff, Lukas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:8:p:1383-1406.

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  48. Order flows, news, and exchange rate volatility. (2008). Menkhoff, Lukas ; Mende, Alexander ; Frömmel, Michael ; Frommel, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:6:p:994-1012.

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  49. Market structure and dealers quoting behavior in the foreign exchange market. (2008). Ding, Liang.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:4:p:313-325.

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  50. Short-run Exchange-rate Dynamics: Theory And Evidence. (2008). Dahl, Christian ; Osler, Carol L. ; Carlson, John A..
    In: Working Papers.
    RePEc:brd:wpaper:39.

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  51. Short-run Exchange-Rate Dynamics: Theory and Evidence. (2008). Osler, Carol ; Dahl, Christian ; Carlson, John A.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-01.

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  52. End-user order flow and exchange rate dynamics. (2007). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5559.

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  53. Whose trades convey information? Evidence from a cross-section of traders. (2007). Schmeling, Maik ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
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  54. Where Does Price Discovery Occur in FX Markets?. (2007). D'Souza, Chris.
    In: Staff Working Papers.
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  55. Macro lessons from microstructure. (2006). Osler, Carol.
    In: International Journal of Finance & Economics.
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  56. Profits and Speculation in Intra-Day Foreign Exchange Trading. (2006). Menkhoff, Lukas ; Mende, Alexander.
    In: Hannover Economic Papers (HEP).
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  57. Local Information in Foreign Exchange Markets. (2006). Schmeling, Maik ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
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  58. Profits and speculation in intra-day foreign exchange trading. (2006). Menkhoff, Lukas ; Mende, Alexander.
    In: Journal of Financial Markets.
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    RePEc:fip:fedgfe:2016-87.

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  10. Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports. (2016). Loon, Yee Cheng ; Zhong, Zhaodong .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:119:y:2016:i:3:p:645-672.

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  11. Anomalous Trading Prior to Lehman Brothers Failure. (2016). Gehrig, Thomas ; Haas, Marlene .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11194.

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  12. Bid-Ask Spreads in OTC Markets. (2016). Osler, Carol ; Kathitziotis, Neophytos ; Bjonnes, Geir .
    In: Working Papers.
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  13. Transaction costs in an illiquid order-driven market. (2016). Visaltanachoti, Nuttawat ; Marshall, Ben ; Smith, Tom ; Nguyen, Nhut H.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:56:y:2016:i:4:p:917-933.

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  14. Euro money market trading during times of crisis. (2015). Reitz, Stefan ; Fecht, Falko.
    In: Kiel Working Papers.
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  15. Liquidity Measures and Cost of Trading in an Illiquid Market. (2014). .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:13:y:2014:i:2:p:155-196.

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  16. Liquidity measures. (2013). Theissen, Erik ; Johann, Thomas .
    In: Chapters.
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  17. Irrational confidence, imperfect and long-lived information. (2013). Zhou, Deqing .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:383-405.

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  18. Financial intermediation and the role of price discrimination in a two-tier market. (2012). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus A.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1794.

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  19. Market Microstructure and the Profitability of Currency Trading. (2012). Osler, Carol .
    In: Working Papers.
    RePEc:brd:wpaper:48.

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  20. Fertility Responses to Prevention of Mother-to-Child Transmission of HIV. (2011). Wilson, Nicholas ; Osler, Carol ; Nguyen, Thang .
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2011-11.

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  21. Strategic Relationships in Over-the-Counter Markets. (2011). Babus, Ana.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:1405.

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  22. Price discovery in currency markets. (2011). Menkhoff, Lukas ; Mende, Alexander ; Osler, Carol L..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:8:p:1696-1718.

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  23. Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach. (2010). Andrikopoulos, Andreas ; Angelidis, Timotheos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:3:p:214-221.

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  24. Price Discovery in Currency Markets. (2010). Osler, Carol ; Menkhoff, Lukas ; Mende, Alexander .
    In: Working Papers.
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  25. POINT SHAVING IN COLLEGE BASKETBALL: A CAUTIONARY TALE FOR FORENSIC ECONOMICS. (2010). Bernhardt, Dan ; Heston, Steven .
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:48:y:2010:i:1:p:14-25.

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  26. Financial intermediation and the role of price discrimination in a two-tier market. (2009). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus A..
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7582.

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  27. Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market. (2009). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus .
    In: MPRA Paper.
    RePEc:pra:mprapa:15602.

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  28. Why is PIN priced?. (2009). Duarte, Jefferson ; Young, Lance .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:91:y:2009:i:2:p:119-138.

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  29. Information‐Based Trading and Price Improvement. (2009). Chung, Keeh ; Lee, Kaun Y.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009:i:5-6:p:754-773.

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  30. Information-Based Trading and Price Improvement. (2009). Lee, Kaun Y. ; Chung, Kee H..
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009-06:i:5-6:p:754-773.

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  31. Bid ask spread in a competitive market with institutions and order size. (2008). Dey, Malay ; Kazemi, Hossein.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:30:y:2008:i:4:p:433-453.

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  32. What determines transaction costs in foreign exchange markets?. (2008). Ramadorai, Tarun.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:1:p:14-25.

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  33. Stock price informativeness, cross-listings, and investment decisions. (2008). Gehrig, Thomas ; Foucault, Thierry.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:88:y:2008:i:1:p:146-168.

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  34. Volume, liquidity, and liquidity risk. (2008). TimothyC. Johnson, .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:2:p:388-417.

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  35. The probability and magnitude of information events. (2008). Ready, Mark ; Odders-White, Elizabeth R..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:1:p:227-248.

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  36. Price Discovery in Currency Markets. (2006). Osler, Carol ; Menkhoff, Lukas ; Mende, Alexander.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-351.

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  37. Persistence, Performance and Prices in Foreign Exchange Markets. (2006). Ramadorai, Tarun.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5861.

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  38. Corporate bond market microstructure and transparency - the US experience. (2006). Edwards, Amy K.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:26-07.

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  39. Reputation-based pricing and price improvements. (2005). Foucault, Thierry ; Desgranges, Gabriel.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:57:y:2005:i:6:p:493-527.

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  40. Informed Trading When Information Becomes Stale. (2004). Miao, Jianjun ; Bernhardt, Dan.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:59:y:2004:i:1:p:339-390.

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  41. Smart Fund Managers? Stupid Money?. (2003). Davies, Ryan ; Bernhardt, Dan ; Westbrook, Harvey.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-19.

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  42. Reputation-Based Pricing and Price Improvements in Dealership Markets. (2002). Foucault, Thierry ; Desgranges, Gabriel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3359.

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  43. Regulating Insider Trading when Investment Matters. (2002). Vives, Xavier ; MEDRANO, LUIS.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3292.

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