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Public news announcements and quoting activity in the Euro/Dollar foreign exchange market

Walid Ben Omrane 1 Andréas Heinen 2 
1 Brock University [Canada]
2 THEMA - Théorie économique, modélisation et applications
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https://hal-cyu.archives-ouvertes.fr//hal-03677689
Contributor : Andreas Heinen Connect in order to contact the contributor
Submitted on : Tuesday, May 24, 2022 - 7:07:36 PM
Last modification on : Wednesday, May 25, 2022 - 3:42:24 AM

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CNRS | UNIV-CERGY | CY-TECH-SM

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Walid Ben Omrane, Andréas Heinen. Public news announcements and quoting activity in the Euro/Dollar foreign exchange market. Computational Statistics and Data Analysis, Elsevier, 2010, 54 (11), pp.2419-2431. ⟨10.1016/j.csda.2009.11.018⟩. ⟨hal-03677689⟩

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