Local information in foreign exchange markets

Journal of International Money and Finance

Volumn 27, Issue 8, 2008, Pages 1383-1406

  Menkhoff, Lukas ^a   Schmeling, Maik ^a  

^a LEIBNIZ UNIVERSITY HANNOVER   (Germany)

Author keywords

Informed traders; Limit orders; Local information hypothesis; Price impact

Indexed keywords

EID: 54849406052     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2007.10.003     Document Type: Article

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