(Q108132045)

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Foreign exchange market reactions to news: A microstructure analysis of returns, volatility, and order flow from the Reuters D2000-2 electronic trading system

doctoral thesis by Freyan Panthaki

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doctoral thesis

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http://etheses.lse.ac.uk/2939

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18 August 2021

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Foreign exchange market reactions to news: A microstructure analysis of returns, volatility, and order flow from the Reuters D2000-2 electronic trading system (English)

(Q108132045)

Foreign exchange market reactions to news: A microstructure analysis of returns, volatility, and order flow from the Reuters D2000-2 electronic trading system

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