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Information shares of two parallel currency options markets : trading costs versus transparency/tradability
Piccotti, Louis R.; Shraiber, Bentsi - In: Journal of empirical finance 32 (2015), pp. 210-229
Persistent link: https://www.econbiz.de/10011556820
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Identifying speculators in the FX market : a microstructure approach
Shraiber, Bentsi - In: Journal of economics & business 73 (2014), pp. 97-119
Persistent link: https://www.econbiz.de/10010421621
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Pricing errors and the geography of trade in the foreign exchange market
Piccotti, Louis R. - In: Journal of financial markets 28 (2016), pp. 46-69
Persistent link: https://www.econbiz.de/10011722230
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Strategic trade when securitized portfolio values are unknown
Piccotti, Louis R. - In: Journal of banking & finance 115 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012489199