One Day in June 1993: A Study of the Working of the Reuters 2000-2 Electronic Foreign Exchange Trading System
Published Date
Copyright 1996
ISBN 0226260003
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Copy CitationCharles Goodhart, Takatoshi Ito, and Richard Payne, The Microstructure of Foreign Exchange Markets (University of Chicago Press, 1996), chap. 4, https://www.nber.org/books-and-chapters/microstructure-foreign-exchange-markets/one-day-june-1993-study-working-reuters-2000-2-electronic-foreign-exchange-trading-system.
Related
Published From Paper
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Working Paper
The paper utilized foreign exchange data (bid, ask and transaction prices and quantities) collected from the screen of...