Informativeness of trade size in foreign exchange markets

Nikola Gradojevic; Deniz Erdemlioglu; Ramazan Gençay

doi:10.1016/j.econlet.2016.11.010

Journal Articles Economics Letters Year : 2017

Informativeness of trade size in foreign exchange markets

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Nikola Gradojevic

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Lille économie management - UMR 9221

Deniz Erdemlioglu

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Lille économie management - UMR 9221

Ramazan Gençay

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Business administration

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https://hal.science/hal-01745281

Submitted on : Wednesday, March 28, 2018-9:55:46 AM

Last modification on : Friday, July 12, 2024-3:16:03 PM

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hal-01745281 , version 1 (28-03-2018)

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HAL Id : hal-01745281 , version 1
DOI : 10.1016/j.econlet.2016.11.010

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Nikola Gradojevic, Deniz Erdemlioglu, Ramazan Gençay. Informativeness of trade size in foreign exchange markets. Economics Letters, 2017, 150, pp.27 - 33. ⟨10.1016/j.econlet.2016.11.010⟩. ⟨hal-01745281⟩

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