Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades
Lukas Menkhoff,
Lucio Sarno,
Maik Schmeling and
Andreas Schrimpf
Journal of Finance, 2016, vol. 71, issue 2, 601-634
Date: 2016
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Working Paper: Information flows in foreign exchange markets: dissecting customer currency trades (2013) 
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