메뉴 건너뛰기




Volumn 110, Issue 1, 2002, Pages 170-180

Order flow and exchange rate dynamics

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATE; FINANCIAL MARKET; MODELING;

EID: 0036187547     PISSN: 00223808     EISSN: None     Source Type: Journal    
DOI: 10.1086/324391     Document Type: Article
Times cited : (681)

References (26)
  • 1
    • 84977702782 scopus 로고
    • Dutch auction repurchases: An analysis of shareholder heterogeneity
    • March
    • (1992) J. Finance , vol.47 , pp. 71-105
    • Bagwell, L.S.1
  • 5
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
    • July
    • (1982) Econometrica , vol.50 , pp. 987-1007
    • Engle, R.F.1
  • 14
  • 22
    • 0001531652 scopus 로고
    • The market for securities: Substitution versus price pressure and the effects of information on share prices
    • April
    • (1972) J. Bus , vol.45 , pp. 179-211
    • Scholes, M.S.1
  • 25
    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • May
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.