Bid-ask spread, order size and volatility in the foreign exchange market: an empirical investigation

Keywords

Volatility (finance), Foreign exchange market, Order book, Foreign exchange, Order (exchange)

References

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• Bid-ask spread and order size in the foreign exchange market: an empirical investigationLiang Ding — 2009
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Cited by

• Bid-Ask Spreads, Trading Volume and Return Volatility: Intraday Evidence from Indian Stock MarketRashmi Ranjan Paital, Naresh Kumar Sharma — 2016
• Do Trading Volume and Bid-Ask Spread Contain Information to Predict Stock Returns? Intraday Evidence from IndiaRashmi Ranjan Paital, Naresh Kumar Sharma — 2016
• EURASIAN JOURNAL OF ECONOMICS AND FINANCEN. Sharma — 2016

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