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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 ...