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

By Vicentiu Covrig, Michael Melvin. 2002

122 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/11d9bf8d53ac335e7f884167821ea985715ebcda

Citations in the corpus

• Arbitrage in the foreign exchange market: Turning on the microscope (2008, unknown): “The growing literature on high-frequency exchange rate behavior and FX market microstructure has not–to the best of our knowledge–studied arbitrage, focusing instead on a variety of other issues relating to international currency patterns, trading behavior, and the role of order flow in explaining e”