Department of Economics, Arizona State University, and American Express Company. I thank René Stulz, an anonymous referee, and participants at the HFDF-1 Conference in Zurich for valuable comments. Seung Ahn, Tim Bollerslev, and Michael Melvin provided useful suggestions on earlier drafts. I am grateful to Michel Dacorogna and the research team at Olsen & Associates for sharing their Reuters data.
Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market
Version of Record online: 18 APR 2012
© 1997 the American Finance Association
The Journal of Finance
Volume 52, Issue 4, pages 1589–1614, September 1997
How to Cite
PEIERS, B. (1997), Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market. The Journal of Finance, 52: 1589–1614. doi: 10.1111/j.1540-6261.1997.tb01122.x
- Issue online: 18 APR 2012
- Version of Record online: 18 APR 2012
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