The FX Race to Zero: Electronification and Market Structural Issues in Foreign Exchange Trading

• Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

  2014 The Journal of Finance article Economics, Econometrics and Finance Financial Markets and Investment Strategies Open access

  646

  citations
• Trade Execution Costs and Market Quality after Decimalization

  2003 Journal of Financial and Quantitative Analysis article Economics, Econometrics and Finance Financial Markets and Investment Strategies

  565

  citations
• Under the microscope: the structure of the foreign exchange market

  2006 International Journal of Finance & Economics article Economics, Econometrics and Finance Financial Markets and Investment Strategies

  124

  citations
• The Microstructure of the Foreign-Exchange Market: A Selective Survey of the Literature

  2001 Medical Entomology and Zoology book Economics, Econometrics and Finance Financial Markets and Investment Strategies

  110

  citations
• How Slow Is the NBBO? A Comparison with Direct Exchange Feeds

  2014 Financial Review article Economics, Econometrics and Finance Financial Markets and Investment Strategies

  82

  citations
• Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?

  2009 International Journal of Finance & Economics article Economics, Econometrics and Finance Financial Markets and Investment Strategies

  51

  citations
• The anatomy of the global FX market through the lens of the 2013 Triennial Survey

  2013 RePEc: Research Papers in Economics article Economics, Econometrics and Finance Financial Markets and Investment Strategies Open access

  41

  citations
• Market structure and inefficiency in the foreign exchange market

  1994 Journal of International Money and Finance article Economics, Econometrics and Finance Financial Markets and Investment Strategies

  36

  citations
• 3. Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market

  1996 RePEc: Research Papers in Economics preprint Economics, Econometrics and Finance Financial Markets and Investment Strategies

  30

  citations
• Downsized FX markets : causes and implications

  2016 RePEc: Research Papers in Economics article Economics, Econometrics and Finance Financial Markets and Investment Strategies Open access

  28

  citations
• Insider Trading and Market Structure

  2015 SSRN Electronic Journal preprint Business, Management and Accounting Securities Regulation and Market Practices Open access

  14

  citations
• The High Frequency Game Changer: How Automated Trading Strategies Have Revolutionized the Markets

  2011 other Economics, Econometrics and Finance Financial Markets and Investment Strategies

  12

  citations
• Credit ratings and global economic governance: Non-price valuation in financial markets

  2016 Cambridge University Press eBooks book-chapter Economics, Econometrics and Finance Credit Risk and Financial Regulations

  5

  citations
• Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market

  1996 NBER Chapters article Economics, Econometrics and Finance Financial Markets and Investment Strategies

  5

  citations
• The Microstructure of Currency Markets

  2013 other Economics, Econometrics and Finance Financial Markets and Investment Strategies Open access

  4

  citations
• The Microstructure Approach to Exchange Rates (a review)

  2002 Financial Analysts Journal book-review Economics, Econometrics and Finance Financial Markets and Investment Strategies

  1

  citations
• W6634737455

  details pending

  0

  citations
• W6687716768

  details pending

  0

  citations
• W6732213003

  details pending

  0

  citations

19 results