Asymmetric responses of ask and bid quotes to information in the foreign exchange market
Year of publication: |
2014
|
---|---|
Authors: | Chen, Yu-Lun ; Gau, Yin-Feng |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 38.2014, C, p. 194-204
|
Publisher: |
Elsevier |
Subject: | Price discovery | Information share | Common factor weight | Bid–ask spread | Order flow |
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