Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements
收藏NBER2020-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w27036
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资源简介：
We examine whether the forex market quality, measured by the speed of price discovery and liquidity recovery after macro statistics announcements, has improved using the EBS high-frequency data for 20 years. Considering the recent rise of computer-based trading, a popular conjecture is that the
提供机构：
美国国家经济研究局
创建时间：
2020-04-01
