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Does the law of one price hold in international financial markets? : evidence from tick data
Akram, Qaisar Farooq; Rime, Dagfinn; Sarno, Lucio - In: Journal of banking & finance 33 (2009) 10, pp. 1741-1754
Persistent link: https://www.econbiz.de/10003886756
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The microstructure of covered interest arbitrage in a market with a dominant market maker
Liu, Hao-chen; Witte, Mark David - In: Journal of international financial markets, … 24 (2013), pp. 25-41
Persistent link: https://www.econbiz.de/10009726481
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Stock-ADR arbitrage : microstructure risk
Mitra, Sovan; Chinthalapati, V. L. Raju; Clark, Ephraim; … - In: Journal of international financial markets, … 63 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012263282
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Asymmetric responses of ask and bid quotes to information in the foreign exchange market
Chen, Yu-lun; Gau, Yin-feng - In: Journal of banking & finance 38 (2014), pp. 194-204
Persistent link: https://www.econbiz.de/10010340779
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Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Cerrato, Mario; Kim, Hyunsok; MacDonald, Ronald - In: Journal of international financial markets, … 39 (2015), pp. 40-52
Persistent link: https://www.econbiz.de/10011475587
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Bid-ask spread determination in the FX swap market : competition, collusion or a convention?
Stenfors, Alexis - In: Journal of international financial markets, … 54 (2018), pp. 78-97
Persistent link: https://www.econbiz.de/10011984028
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Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis; Susai, Masayuki - In: Journal of international financial markets, … 59 (2019), pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
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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
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The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: Journal of international financial markets, … 19 (2009) 2, pp. 387-401
Persistent link: https://www.econbiz.de/10003800028
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Order flow, bid–ask spread and trading density in foreign exchange markets
Chen, Shikuan; Chien, Chih-Chung; Chang, Ming-Jen - In: Journal of banking & finance 36 (2012) 2, pp. 597-612
Persistent link: https://www.econbiz.de/10009511764