Foreign Exchange Volume: Sound and Fury Signifying Nothing?
Published Date
Copyright 1996
ISBN 0226260003
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Copy CitationRichard K. Lyons, The Microstructure of Foreign Exchange Markets (University of Chicago Press, 1996), chap. 5, https://www.nber.org/books-and-chapters/microstructure-foreign-exchange-markets/foreign-exchange-volume-sound-and-fury-signifying-nothing.
Published From Paper
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Working Paper
This paper examines whether currency trading volume is informative, and under what circumstances. Specifically, we...
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