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Currency order flow and exchange rate determination : empirical evidence from the Malaysian foreign exchange market
Anifowose Daniel Abolaji, (2018)
The long memory of order flow in the foreign exchange spot market
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Foreign exchange order flow as a risk factor
Burnside, Craig, (2023)
The impact of European Central Bank Governing Council announcements on the foreign exchange market : a microstructural analysis
Sager, Michael J., (2004)
Special issue: Aspects of foreign exchange market microstructure
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Under the microscope: the structure of the foreign exchange market