Tests of microstructural hypotheses in the foreign exchange market

Richard Lyons ()

Journal of Financial Economics, 1995, vol. 39, issue 2-3, 321-351

Date: 1995
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Working Paper: Tests of Microstructural Hypotheses in the Foreign Exchange Market (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:39:y:1995:i:2-3:p:321-351

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