Under the microscope: the structure of the foreign exchange market

Michael Sager and Mark Taylor

International Journal of Finance & Economics, 2006, vol. 11, issue 1, 81-95

Abstract: We provide a detailed, up-to-date description of the microstructure of the foreign exchange market and of the behaviour of participant groups. In the light of this, we highlight shortcomings in existing theoretical models of market interaction and present an outline alternative model that marries theoretical prediction and current market practice. Copyright © 2006 John Wiley & Sons, Ltd.

Date: 2006
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DOI: 10.1002/ijfe.277

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