Asymmetric information and price discovery in the FX market: Does Tokyo know more about the yen?

Journal of Empirical Finance

Volumn 9, Issue 3, 2002, Pages 271-285

  Covrig, Vicentiu ^a   Melvin, Michael ^b  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

^b ARIZONA STATE UNIVERSITY   (United States)

Author keywords

Foreign exchange; Microstructure; Yen

Indexed keywords

EID: 0036313467     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(01)00056-1     Document Type: Article

References (20)

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15. Market Microstructure Theory
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17. Price leadership in the spot foreign exchange market
18. Japan's corruption scandal hits central bank
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20. Risk aversion, market liquidity, and price efficiency