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1
Forex trading and the WMR Fix
Evans, Martin D. D.
- In:
Journal of banking & finance
87
(
2018
),
pp. 233-247
Persistent link: https://www.econbiz.de/10011962530
Saved in:
2
Order flow information and spot rate dynamics
Evans, Martin D. D.
;
Rime, Dagfinn
- In:
Journal of international money and finance
69
(
2016
),
pp. 45-68
Persistent link: https://www.econbiz.de/10011711887
Saved in:
3
Multi-level order-flow imbalance in a limit order book
Xu, Ke
;
Gould, Martin
;
Howison, Sam
- In:
Market microstructure and liquidity
4
(
2018
)
3/4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012227906
Saved in:
4
The long memory of order flow in the foreign exchange spot market
Gould, Martin
;
Porter, Mason A.
;
Howison, Sam
- In:
Market microstructure and liquidity
2
(
2016
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011588230
Saved in:
5
Queue imbalance as a one-tick-ahead price predictor in a limit order book
Gould, Martin
;
Bonart, Julius
- In:
Market microstructure and liquidity
2
(
2016
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011588243
Saved in:
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