Price Discovery in the Foreign Exchange Market: The Analysis of Highs and Lows

SSRN Electronic Journal ◽

10.2139/ssrn.2353534 ◽

2012 ◽

Author(s):

Andrejs Nebesnijs

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market

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Macroeconomic Announcements and Price Discovery in the Foreign Exchange Market

SSRN Electronic Journal ◽

10.2139/ssrn.2565379 ◽

2015 ◽

Author(s):

Yin-Feng Gau ◽

Zhen-Xing Wu

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market ◽

Macroeconomic Announcements

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Price discovery in Taiwan's foreign exchange market

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2007.08.005 ◽

2009 ◽

Vol 19 (1) ◽

pp. 77-93 ◽

Cited By ~ 3

Author(s):

Jer-Yuh Wan ◽

Chung-Wei Kao

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market

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Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico

Research in International Business and Finance ◽

10.1016/j.ribaf.2017.07.159 ◽

2018 ◽

Vol 45 ◽

pp. 271-284 ◽

Cited By ~ 1

Author(s):

Valeria Martinez ◽

Yiuman Tse

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Emerging Economy ◽

Exchange Market

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Economic News, Price Discovery and Liquidity in the Foreign Exchange Market

SSRN Electronic Journal ◽

10.2139/ssrn.1342391 ◽

2009 ◽

Cited By ~ 1

Author(s):

Wing Wah Tham

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market ◽

Economic News

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Government Intervention and Price Discovery in the Foreign Exchange Market

SSRN Electronic Journal ◽

10.2139/ssrn.1913761 ◽

2011 ◽

Author(s):

Yu-Lun Chen ◽

Yin-Feng Gau

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Government Intervention ◽

Exchange Market

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An Investigation of Price Discovery and Volatility Spillovers in India's Foreign Exchange Market

SSRN Electronic Journal ◽

10.2139/ssrn.2416408 ◽

2014 ◽

Cited By ~ 1

Author(s):

Sanjay Sehgal ◽

Wasim Ahmad ◽

Florent Deisting

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market ◽

Volatility Spillovers

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Macroeconomic announcements and price discovery in the foreign exchange market

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2017.08.006 ◽

2017 ◽

Vol 79 ◽

pp. 232-254 ◽

Cited By ~ 17

Author(s):

Yin-Feng Gau ◽

Zhen-Xing Wu

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market ◽

Macroeconomic Announcements

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Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate

Journal of International Money and Finance ◽

10.1016/s0261-5606(97)00058-2 ◽

1998 ◽

Vol 17 (1) ◽

pp. 5-27 ◽

Cited By ~ 34

Author(s):

Frank De Jong ◽

Ronald Mahieu ◽

Peter Schotman

Keyword(s):

Empirical Analysis ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market

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Foreign exchange market intervention and price discovery

Journal of the Japanese and International Economies ◽

10.1016/j.jjie.2015.09.001 ◽

2015 ◽

Vol 38 ◽

pp. 214-227 ◽

Cited By ~ 2

Author(s):

Yu-Lun Chen ◽

Yin-Feng Gau

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market ◽

Market Intervention ◽

Foreign Exchange Market Intervention ◽

Exchange Market Intervention

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PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR FOREIGN EXCHANGE MARKET

Economic Papers A journal of applied economics and policy ◽

10.1111/j.1759-3441.2001.tb00299.x ◽

2001 ◽

Vol 20 (S1) ◽

pp. 64-74

Author(s):

JONATHAN BATTEN ◽

WARREN HOGAN

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market ◽

Australian Dollar

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