We would like to thank Filip Zikes for excellent research assistance and Philip Clarkson and Nicholas Brown of BNP Paribas for their data. We also thank Richard Lyons and seminar participants at the AEA San Francisco, SNB, Oxford-MAN institute and FERC conference at Warwick University for comments.
SHORTER PAPERS, DISCUSSIONS, AND LETTER
Intraday Patterns in FX Returns and Order Flow
Article first published online: 11 JUL 2013
© 2013 The Ohio State University
Journal of Money, Credit and Banking
Volume 45, Issue 5, pages 953–965, August 2013
How to Cite
BREEDON, F. and RANALDO, A. (2013), Intraday Patterns in FX Returns and Order Flow. Journal of Money, Credit and Banking, 45: 953–965. doi: 10.1111/jmcb.12032
- Issue published online: 11 JUL 2013
- Article first published online: 11 JUL 2013
- Manuscript Accepted: 10 APR 2012
- Manuscript Received: 12 NOV 2010
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