Evans, Martin D. D. (contributor); … - 2004
and Lee (1995).
3
See, for example, Goodhart et al. (1993), DeGennaro and Shrieves (1997), and Andersen and Bollerslev … Citibank executed in the USD/EUR market from April
11, 1993 to June 30, 1999.
5
(Prior to the euro’s launch in January, 1999 …, Journal of Financial Economics, 14: 71-100.
Goodhart, C., S. Hall, S. Henry, and B. Pesaran (1993), News effects in a high …