The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market.
Research output: Contribution to journal › Article › peer-review
Electronic versions
DOI
Original language | English |
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Pages (from-to) | 387-401 |
Journal | Journal of International Financial Markets, Institutions and Money |
Volume | 19 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1 Apr 2009 |