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Commonality in returns, order flows, and liquidity in the Greek stock market

Dunne, Peter G.; Moore, Michael J.; Papavassiliou, … - In: The European journal of finance 17 (2011) 7/8, pp. 577-587

Persistent link: https://www.econbiz.de/10009509845

Order flow and the monetary model of exchange rates : evidence from a novel data set

Chinn, Menzie David; Moore, Michael J. - In: Journal of money, credit and banking : JMCB 43 (2011) 8, pp. 1599-1624

Persistent link: https://www.econbiz.de/10009389023

On the sources of private information in FX markets

Moore, Michael J.; Payne, Richard - In: Journal of banking & finance 35 (2011) 5, pp. 1250-1262

Persistent link: https://www.econbiz.de/10009245238

On the Sources of Private Information in FX Markets

Moore, Michael J. - 2019

We investigate the source of information advantage in inter-dealer FX trading using data on trades and counterparty identities. In liquid dollar exchange rates, information is concentrated among dealers that trade most frequently and specialize their activity in a particular rate. In...

Persistent link: https://www.econbiz.de/10012905889

Expectation errors in the foreign exchange market

Ferreira, Alex Luiz; Moore, Michael J.; Mukherjee, Satrajit - In: Journal of international money and finance 95 (2019), pp. 44-51

Persistent link: https://www.econbiz.de/10012135194

Dealer activity and macro fundamentals : new evidence from hybrid exchange rate models

Krohn, Ingomar; Moore, Michael J. - In: Journal of international money and finance 95 (2019), pp. 363-378

Persistent link: https://www.econbiz.de/10012139587

The Euro as an international currency : explaining puzzling first evidence

Hau, Harald - 2000

Persistent link: https://www.econbiz.de/10013423122

A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities

Dunne, Peter G. - In: International review of financial analysis 9 (2000) 4, pp. 369-388

Persistent link: https://www.econbiz.de/10001545825

Price discovery in the dual-platform US Treasury market

Sun, Zhuowei; Dunne, Peter G.; Li, Youwei - In: Global finance journal 28 (2015), pp. 95-110

Persistent link: https://www.econbiz.de/10011478128

Allowing for jump measurements in volatility : a high-frequency financial data analysis of individual stocks

Papavassiliou, Vassilios G. - In: Bulletin of economic research 68 (2016) 2, pp. 124-132

Persistent link: https://www.econbiz.de/10011496410