search query: @indexterm Foreign exchange / total: 493
reference: 35 / 493
| Author: | Sapp, S. G. |
| Title: | Price leadership in the spot foreign exchange market |
| Journal: | Journal of Financial and Quantitative Analysis
2002 : SEP, VOL. 37:3, p. 425-448 |
| Index terms: | FOREIGN EXCHANGE MARKET CONDITIONS MARKET INFORMATION SHARE PRICES STOCK MARKETS |
| Language: | eng |
| Abstract: | This study empirically investigates how new information is incorporated into intra-daily DM-$US quotes, and finds evidence that certain dealers consistently incorporate new information into their quotes before others and that their behavior is influenced by market conditions. |
SCIMA