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Concentrated trading in the foreign exchange futures markets: Discretionary liquidity trading or market closure?

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  • Michael F. Ferguson
  • Steven C. Mann
  • Leonard J. Schneck

Abstract

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  • Michael F. Ferguson & Steven C. Mann & Leonard J. Schneck, 1998. "Concentrated trading in the foreign exchange futures markets: Discretionary liquidity trading or market closure?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(3), pages 343-362, May.
    • Handle: RePEc:wly:jfutmk:v:18:y:1998:i:3:p:343-362
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    Cited by:

    1. Alexander Kurov, 2008. "Information And Noise In Financial Markets: Evidence From The E‐Mini Index Futures," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 31(3), pages 247-270, September.
    2. Zhang, Hao, 2018. "Intraday patterns in foreign exchange returns and realized volatility," Finance Research Letters, Elsevier, vol. 27(C), pages 99-104.
    3. Tribhuvan N. Puri & George C. Philippatos, 2008. "Asymmetric Volume‐Return Relation and Concentrated Trading in LIFFE Futures," European Financial Management, European Financial Management Association, vol. 14(3), pages 528-563, June.

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