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Time-varying liquidity in foreign exchange

Martin D. D. Evans and Richard K. Lyons Journal of Monetary Economics 49 1025--1051 (2002)
to Foreign exchange by smicha on 2008-04-23 22:05:04
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Tests of microstructural hypotheses in the foreign exchange market

Richard K. Lyons Journal of Financial Economics 39 321--351 (1995)
to Foreign exchange by smicha on 2008-04-22 15:17:45
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