Price Impacts of Deals and Predictability of the Exchange Rate Movements
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下载链接：
https://www.nber.org/papers/w12682
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资源简介：
This paper examines the price impact and the predictability of the exchange rate movement using the transaction data recorded in the electronic broking system of the spot foreign exchange market. The number of actual deals at the ask (or bid side) for a specified time interval may be regarded as
提供机构：
美国国家经济研究局
创建时间：
2006-11-01
