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INTEREST RATE PARITY AND THE BEHAVIOR OF THE BID-ASK SPREAD

Louis, Henock; Blenman, Lloyd P.; Thatcher, Janet S. - In: Journal of Financial Research 22 (1999) 2, pp. 189-206

Persistent link: https://www.econbiz.de/10008518676

Interest Rate Parity and the Behavior of the Bid-Ask Spread

Louis, Henock; Blenman, Lloyd P.; Thatcher, Janet S. - In: The journal of financial research : a publ. of the … 22 (1999) 2, pp. 189-206

Persistent link: https://www.econbiz.de/10007337487

Synthetic Trades and Calendar Day Patterns The Case of the Dollar-Sterling Markets

Thatcher, Janet S.; Blenman, Lloyd P. - In: The financial review : the official publication of the … 36 (2001) 2, pp. 177

Persistent link: https://www.econbiz.de/10005947126

Synthetic Trades and Calendar Day Patterns The Case of the Dollar-Sterling Markets

Thatcher, Janet S.; Blenman, Lloyd P. - In: The financial review : the official publication of the … (2001) 2, pp. 177

Persistent link: https://www.econbiz.de/10005949027

Arbitrageur Heterogeneity, Investor Horizon and Arbitrage Opportunities: An Empirical Investigation

Blenman, Lloyd P.; Thatcher, Janet S. - In: The financial review : the official publication of the … 32 (1997) 2, pp. 225-248

Persistent link: https://www.econbiz.de/10007372425

Synthetic Trades and Calendar Day Patterns : The Case of the Dollar/Sterling Markets

Blenman, Lloyd P. - 2001

Significant day of the week patterns are shown to exist in the dollar/sterling market. These patterns are associated with the returns to synthetic and actual forward trades as well as to spot trades. These trading strategies, geared to buying or selling sterling, reflect different timing, if not...

Persistent link: https://www.econbiz.de/10012787671