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Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis
Ben Omrane, Walid; Tao, Yusi; Welch, Robert L. - In: Research in international business and finance 42 (2017), pp. 9-30
Persistent link: https://www.econbiz.de/10011747218
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Tick test accuracy in foreign exchange ECN markets
Ben Omrane, Walid; Welch, Robert L. - In: Research in international business and finance 37 (2016), pp. 135-152
Persistent link: https://www.econbiz.de/10011595146