Przeglądaj według autora "Bien, Katarzyna"
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Informed and Uninformed Trading in the EUR/PLN Spot Market
Bien, Katarzyna (2011-05-30)This paper examines an intraday activity of bank trading of the EUR/PLN currency pair via the Reuters Dealing 3000 Spot Matching System in 2007. On the grounds of the sequential trade model of Easley, Engle, O’Hara & Wu ...