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Some tests of market microstructure hypotheses in the foreign exchange market

Journal of Multinational Financial Management, 7(3): 203--229, 1997.
Authors: Dionysios Chionis and Ronald MacDonald
URL: http://www.sciencedirect.com/science/article/B6VGV-3SX21KP-3/1/c9cd3b43e1739f13c46250c1899fcc7c
Tags: Exchange rates
| URL | BibTeX  
@article{Chionis1997,
title = {Some tests of market microstructure hypotheses in the foreign exchange market},
author = {Dionysios Chionis and Ronald MacDonald},
journal = {Journal of Multinational Financial Management},
month = {Oct},
number = {3},
pages = {203--229},
url = {http://www.sciencedirect.com/science/article/B6VGV-3SX21KP-3/1/c9cd3b43e1739f13c46250c1899fcc7c},
volume = {7},
year = {1997},
keywords = {Exchange rates }
}