The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders

John Cotter and Kevin Dowd

Finance Research Letters, 2007, vol. 4, issue 3, 146-154

Date: 2007
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Related works:
Working Paper: The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders (2011)
Working Paper: The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders (2007)
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