Foreign Exchange Volume: Sound and Fury Signifying Nothing?

Richard K. Lyons
Published Date
Copyright 1996
ISBN 0-226-26000-3
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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Topics

Financial Economics
Financial Markets
International Economics
International Finance

Published From Paper

Foreign Exchange Volume: Sound and Fury Signifying Nothing?
- Working Paper
This paper examines whether currency trading volume is informative, and under what circumstances. Specifically, we...

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