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Tekijä:Sapp, S. G.
Otsikko:Price leadership in the spot foreign exchange market
Lehti:Journal of Financial and Quantitative Analysis
2002 : SEP, VOL. 37:3, p. 425-448
Asiasana:FOREIGN EXCHANGE
MARKET CONDITIONS
MARKET INFORMATION
SHARE PRICES
STOCK MARKETS
Kieli:eng
Tiivistelmä: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 tietueen numero: 243937
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