Internet Appendix for: 'Fixing the Fix? Assessing the Eﬀectiveness of the 4pm Fix'
55 Pages Posted: 28 May 2019
Date Written: May 1, 2019
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: Suggested Citation