NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

One Day in June 1993: A Study of the Working of the Reuters 2000-2 Electronic Foreign Exchange Trading System

Charles 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)
Conference held July 1-2, 1994
Published in January 1996 by University of Chicago Press
© 1996 by the National Bureau of Economic Research

download in pdf format
   (977 K)

email paper

This paper is available as PDF (977 K) or via email.

Machine-readable bibliographic record - MARC, RIS, BibTeX

This chapter first appeared as One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System, Charles Goodhart, Takatoshi Ito, Richard Payne
Users who downloaded this chapter also downloaded these:
Jorion Risk and Turnover in the Foreign Exchange Market
Lyons Foreign Exchange Volume: Sound and Fury Signifying Nothing?
Hsieh and Kleidon Bid-Ask Spreads in Foreign Exchange Markets: Implications for Models of Asymmetric Information
Frankel, Galli, and Giovannini Introduction to "The Microstructure of Foreign Exchange Markets"
Perraudin and Vitale Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market
 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us