Bid-Ask Spreads in Foreign Exchange Markets: Implications for Models of Asymmetric Information

David A. Hsieh & Allan W. Kleidon
Published Date
Copyright 1996
ISBN 0226260003
Book: The Microstructure of Foreign Exchange Markets
Book editors: Jeffrey A. Frankel, Giampaolo Galli & Alberto Giovannini
PUBLISHER: University of Chicago Press
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  • David A. Hsieh and Allan W. Kleidon, The Microstructure of Foreign Exchange Markets (University of Chicago Press, 1996), chap. 2, https://www.nber.org/books-and-chapters/microstructure-foreign-exchange-markets/bid-ask-spreads-foreign-exchange-markets-implications-models-asymmetric-information.

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