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Informativeness of trade size in foreign exchange markets

Nikola Gradojevic 1 Deniz Erdemlioglu 1 Ramazan Gençay
1 LEM - Lille économie management - UMR 9221
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https://hal.archives-ouvertes.fr/hal-01745281
Contributor : Marion Romo <>
Submitted on : Wednesday, March 28, 2018 - 9:55:46 AM
Last modification on : Wednesday, September 30, 2020 - 3:18:59 AM

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Nikola Gradojevic, Deniz Erdemlioglu, Ramazan Gençay. Informativeness of trade size in foreign exchange markets. Economics Letters, Elsevier, 2017, 150, pp.27 - 33. ⟨10.1016/j.econlet.2016.11.010⟩. ⟨hal-01745281⟩

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