𝔖 Bobbio Scriptorium
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Informational integration and FX trading

✍ Scribed by Martin D.D. Evans; Richard K. Lyons


Book ID
117427735
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
151 KB
Volume
21
Category
Article
ISSN
0261-5606

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## Abstract This study investigates information asymmetry in the foreign exchange market by testing the hypothesis that top trading banks possess superior information on the macroeconomy because they process greater order flow, which, according to the micro‐structure literature, helps them aggregat