SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Charles Engel, 2015,

    CrossRef

  2. 2
    Lee A. Smales, Bond futures and order imbalance, Journal of International Financial Markets, Institutions and Money, 2013, 26, 113

    CrossRef

  3. 3
    Yuliya Lovcha, Alejandro Perez-Laborda, Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market, Journal of International Money and Finance, 2013, 35, 20

    CrossRef

  4. 4
    Jeffrey M. Mercer, Mark E. Moore, Ryan J. Whitby, Drew B. Winters, Price Discovery in the Treasury-Bill When-Issued Market, Financial Review, 2013, 48, 1
  5. 5
    Ramazan Gençay, Nikola Gradojevic, Private information and its origins in an electronic foreign exchange market, Economic Modelling, 2013, 33, 86

    CrossRef

  6. 6
    Michael R. King, Carol L. Osler, Dagfinn Rime, The market microstructure approach to foreign exchange: Looking back and looking forward, Journal of International Money and Finance, 2013, 38, 95

    CrossRef

  7. 7
    CHRISTOPHER J. NEELY, BRETT W. FAWLEY, CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY, Pacific Economic Review, 2012, 17, 3
  8. 8
    Jón Daníelsson, Jinhui Luo, Richard Payne, Exchange rate determination and inter-market order flow effects, The European Journal of Finance, 2012, 18, 9, 823

    CrossRef

  9. 9
    Yoshihiro Kitamura, Informational linkages among the major currencies in the EBS market: Evidence from the spot rates of the Euro, Yen and Swiss franc, Japan and the World Economy, 2012, 24, 1, 17

    CrossRef

  10. 10
    Andreas M. Fischer, Angelo Ranaldo, Does FOMC news increase global FX trading?, Journal of Banking & Finance, 2011, 35, 11, 2965

    CrossRef

  11. 11
    George J. Jiang, Ingrid Lo, Adrien Verdelhan, Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market, Journal of Financial and Quantitative Analysis, 2011, 46, 02, 527

    CrossRef

  12. 12
    Myoung Shik Choi, Momentary exchange rate locked in a triangular mechanism of international currency, Applied Economics, 2011, 43, 16, 2079

    CrossRef

  13. 13
    Yoshihiro Kitamura, The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach, Asia-Pacific Financial Markets, 2011, 18, 1, 1

    CrossRef

  14. 14
    Kate Phylaktis, Long Chen, Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?, International Journal of Finance & Economics, 2010, 15, 3
  15. 15
    Dagfinn Rime, Lucio Sarno, Elvira Sojli, Exchange rate forecasting, order flow and macroeconomic information, Journal of International Economics, 2010, 80, 1, 72

    CrossRef

  16. 16
    Ingrid Lo, Stephen G. Sapp, Order aggressiveness and quantity: How are they determined in a limit order market?, Journal of International Financial Markets, Institutions and Money, 2010, 20, 3, 213

    CrossRef

  17. 17
    Walid Ben Omrane, Andréas Heinen, Public news announcements and quoting activity in the Euro/Dollar foreign exchange market, Computational Statistics & Data Analysis, 2010, 54, 11, 2419

    CrossRef

  18. 18
    Kenneth Khang, Tao-Hsien Dolly King, Short horizon liquidity and trading activity in the US Treasury market: do inventory holding costs matter?, Applied Financial Economics, 2010, 20, 14, 1085

    CrossRef

  19. 19
    Stefan Reitz, Georg Stadtmann, Mark P. Taylor, The effects of Japanese interventions on FX-forecast heterogeneity, Economics Letters, 2010, 108, 1, 62

    CrossRef

  20. 20
    Rafael R. Rebitzky, THE INFLUENCE OF FUNDAMENTALS ON EXCHANGE RATES: FINDINGS FROM ANALYSES OF NEWS EFFECTS, Journal of Economic Surveys, 2010, 24, 4
  21. 21
    Lukas Menkhoff, Maik Schmeling, Whose trades convey information? Evidence from a cross-section of traders, Journal of Financial Markets, 2010, 13, 1, 101

    CrossRef

  22. 22
    Richard K. Lyons, Michael J. Moore, An information approach to international currencies, Journal of International Economics, 2009, 79, 2, 211

    CrossRef

  23. 23
    Juan Cabrera, Tao Wang, Jian Yang, Do futures lead price discovery in electronic foreign exchange markets?, Journal of Futures Markets, 2009, 29, 2
  24. 24
    Francis E. Warnock, Veronica Cacdac Warnock, International capital flows and U.S. interest rates, Journal of International Money and Finance, 2009, 28, 6, 903

    CrossRef

  25. 25
    Walid Ben Omrane, Andréas Heinen, Is there any common knowledge news in the Euro/Dollar market?, International Review of Economics & Finance, 2009, 18, 4, 656

    CrossRef

  26. 26
    Kate Phylaktis, Long Chen, Price discovery in foreign exchange markets: A comparison of indicative and actual transaction prices, Journal of Empirical Finance, 2009, 16, 4, 640

    CrossRef

  27. 27
    Joshua V Rosenberg, Leah G Traub, Price Discovery in the Foreign Currency Futures and Spot Market, The Journal of Derivatives, 2009, 17, 2, 7

    CrossRef

  28. 28
    Yan He, Hai Lin, Junbo Wang, Chunchi Wu, Price discovery in the round-the-clock U.S. Treasury market, Journal of Financial Intermediation, 2009, 18, 3, 464

    CrossRef

  29. 29
    Shane Underwood, The cross-market information content of stock and bond order flow, Journal of Financial Markets, 2009, 12, 2, 268

    CrossRef

  30. 30
    Paolo Pasquariello, Clara Vega, The on-the-run liquidity phenomenon, Journal of Financial Economics, 2009, 92, 1, 1

    CrossRef

  31. 31
    Aditya Kaul, Stephen Sapp, Trading activity, dealer concentration and foreign exchange market quality, Journal of Banking & Finance, 2009, 33, 11, 2122

    CrossRef

  32. 32
    Q. Farooq Akram, Dagfinn Rime, Lucio Sarno, Arbitrage in the foreign exchange market: Turning on the microscope, Journal of International Economics, 2008, 76, 2, 237

    CrossRef

  33. 33
    Martin D.D. Evans, Richard K. Lyons, How is macro news transmitted to exchange rates?, Journal of Financial Economics, 2008, 88, 1, 26

    CrossRef

  34. 34
    Lukas Menkhoff, Maik Schmeling, Local information in foreign exchange markets, Journal of International Money and Finance, 2008, 27, 8, 1383

    CrossRef

  35. 35
    Ryan Love, Richard Payne, Macroeconomic News, Order Flows, and Exchange Rates, Journal of Financial and Quantitative Analysis, 2008, 43, 02, 467

    CrossRef

  36. 36
    ANUSHA CHARI, Heterogeneous Market-Making in Foreign Exchange Markets: Evidence from Individual Bank Responses to Central Bank Interventions, Journal of Money, Credit and Banking, 2007, 39, 5
  37. 37
    Suk-Joong Kim, Intraday evidence of efficacy of 1991–2004 Yen intervention by the Bank of Japan, Journal of International Financial Markets, Institutions and Money, 2007, 17, 4, 341

    CrossRef

  38. 38
    Peter Locke, Zhan Onayev, Order flow, dealer profitability, and price formation, Journal of Financial Economics, 2007, 85, 3, 857

    CrossRef

  39. 39
    Michel Beine, Agnès Bénassy-Quéré, Ronald MacDonald, The impact of central bank intervention on exchange-rate forecast heterogeneity, Journal of the Japanese and International Economies, 2007, 21, 1, 38

    CrossRef

  40. 40
    M. Martin Boyer, Simon van Norden, Exchange rates and order flow in the long run, Finance Research Letters, 2006, 3, 4, 235

    CrossRef

  41. 41
    Jón Daníelsson, Ryan Love, Feedback trading, International Journal of Finance & Economics, 2006, 11, 1
  42. 42
    William P. Killeen, Richard K. Lyons, Michael J. Moore, Fixed versus flexible: Lessons from EMS order flow, Journal of International Money and Finance, 2006, 25, 4, 551

    CrossRef

  43. 43
    Carol L. Osler, Macro lessons from microstructure, International Journal of Finance & Economics, 2006, 11, 1
  44. 44
    John A. Carlson, Melody Lo, One minute in the life of the DM/US$: Public news in an electronic market, Journal of International Money and Finance, 2006, 25, 7, 1090

    CrossRef

  45. 45
    Alexander Mende, Lukas Menkhoff, Profits and speculation in intra-day foreign exchange trading, Journal of Financial Markets, 2006, 9, 3, 223

    CrossRef

  46. 46
    Kyle Kauffman, Akila Weerapana, The Impact of AIDS-Related News on Exchange Rates in South Africa, Economic Development and Cultural Change, 2006, 54, 2, 349

    CrossRef

  47. 47
    Geir Høidal Bjønnes, Dagfinn Rime, Dealer behavior and trading systems in foreign exchange markets, Journal of Financial Economics, 2005, 75, 3, 571

    CrossRef

  48. 48
    Martin D.D. Evans, Richard K. Lyons, Do currency markets absorb news quickly?, Journal of International Money and Finance, 2005, 24, 2, 197

    CrossRef

  49. 49
    Yin-Feng Gau, Intraday volatility in the Taipei FX market, Pacific-Basin Finance Journal, 2005, 13, 4, 471

    CrossRef

  50. 50
    Carol L. Osler, Stop-loss orders and price cascades in currency markets, Journal of International Money and Finance, 2005, 24, 2, 219

    CrossRef

  51. 51
    Vladimir Vuckovic, The microstructure of foreign exchange rate and foreign exchange rate formation, Ekonomski anali, 2005, 50, 164, 63

    CrossRef

  52. 52
    T. Clifton Green, Economic News and the Impact of Trading on Bond Prices, The Journal of Finance, 2004, 59, 3
  53. 53
    Changyun Wang, Futures trading activity and predictable foreign exchange market movements, Journal of Banking & Finance, 2004, 28, 5, 1023

    CrossRef

  54. 54
    Joel Hasbrouck, Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data, Journal of Financial and Quantitative Analysis, 2004, 39, 02, 305

    CrossRef

  55. 55
    MICHAEL W. BRANDT, KENNETH A. KAVAJECZ, Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve, The Journal of Finance, 2004, 59, 6
  56. 56
    Alexander Mende, Lukas Menkhoff, Tobin Tax Effects Seen from the Foreign Exchange Market's Microstructure, International Finance, 2003, 6, 2
  57. 57
    Martin D. D. Evans, Dagfinn Rime, Micro Approaches to Foreign Exchange Determination,