One Day in June 1993: A Study of the Working of the Reuters 2000-2 Electronic Foreign Exchange Trading SystemCharles Goodhart, Takatoshi Ito, Richard Payne
Chapter in NBER book The Microstructure of Foreign Exchange Markets (1996), Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini, editors (p. 107 - 182) This paper is available as PDF (977 K) or via email.
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