Internet Appendix for: 'Fixing the Fix? Assessing the Effectiveness of the 4pm Fix'

55 Pages Posted: 28 May 2019

See all articles by Martin D.D. Evans

Martin D.D. Evans

Georgetown University - Department of Economics

Peter O'Neill

Financial Conduct Authority

Dagfinn Rime

BI Norwegian Business School

Jo Saakvitne

BI Norwegian Business School

Date Written: May 1, 2019

Abstract

This internet appendix contains additional extensions and results for 'Fixing the Fix? Assessing the Effectiveness of the 4pm Fix'.

The paper is available here: https://ssrn.com/abstract=3270844.




Keywords: benchmark, foreign exchange markets, 4pm fix, market microstructure, transactions-based fixing

JEL Classification: D47, G14, G15, G18, F31

Suggested Citation

Evans, Martin D.D. and O'Neill, Peter and Rime, Dagfinn and Saakvitne, Jo, Internet Appendix for: 'Fixing the Fix? Assessing the Effectiveness of the 4pm Fix' (May 1, 2019). Available at SSRN: https://ssrn.com/abstract=3381004

Martin D.D. Evans

Georgetown University - Department of Economics ( email )

Washington, DC 20057
United States
202-687-1570 (Phone)
202-687-6102 (Fax)

Peter O'Neill (Contact Author)

Financial Conduct Authority ( email )

25 The North Colonnade
Canary Wharf
London, E14 5HS
United Kingdom

Dagfinn Rime

BI Norwegian Business School ( email )

Nydalsveien 37
Oslo, 0442
Norway
+47-46410507 (Phone)

HOME PAGE: http://home.bi.no/dagfinn.rime/

Jo Saakvitne

BI Norwegian Business School ( email )

Nydalsveien 37
Oslo, 0442
Norway

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