Alexander Mende

University of Hannover

Welfengarten 1

D-30167 Hannover, 30167

Germany

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Price Discovery in Currency Markets

EFA 2006 Zurich Meetings
Number of pages: 51 Posted: 15 Mar 2006
Carol L. Osler, Lukas Menkhoff and Alexander Mende
Brandeis University - International Business School, German Institute for Economic Research (DIW Berlin) and University of Hannover
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Citation 24

Abstract:

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Bid-ask spreads, foreign exchange, asymmetric information, microstructure, price discovery, interdealer, inventory, market order, limit order