Did the Reform Fix the London Fix Problem?
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- Ito, Takatoshi & Yamada, Masahiro, 2018. "Did the reform fix the London fix problem?," Journal of International Money and Finance, Elsevier, vol. 80(C), pages 75-95.
References listed on IDEAS
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"Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing,"
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Citations
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Cited by:
- Melvin, Michael & Pan, Wenqiang & Wikstrom, Petra, 2020.
"Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns,"
Journal of Financial Markets, Elsevier, vol. 51(C).
- Michael Melvin & Wenqiang Pan & Petra Wikstrom, 2020. "Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns," CESifo Working Paper Series 8143, CESifo.
- Marjolein E. Verhulst & Philippe Debie & Stephan Hageboeck & Joost M. E. Pennings & Cornelis Gardebroek & Axel Naumann & Paul van Leeuwen & Andres A. Trujillo‐Barrera & Lorenzo Moneta, 2021.
"When two worlds collide: Using particle physics tools to visualize the limit order book,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1715-1734, November.
- Marjolein E. Verhulst & Philippe Debie & Stephan Hageboeck & Joost M. E. Pennings & Cornelis Gardebroek & Axel Naumann & Paul van Leeuwen & Andres A. Trujillo-Barrera & Lorenzo Moneta, 2021. "When Two Worlds Collide: Using Particle Physics Tools to Visualize the Limit Order Book," Papers 2109.04812, arXiv.org.
- Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017. "Collusive Benchmark Rates Fixing," Tinbergen Institute Discussion Papers 17-122/VII, Tinbergen Institute, revised 17 Apr 2019.
- Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017. "Collusive Benchmark Rates Fixing," Discussion Papers of DIW Berlin 1715, DIW Berlin, German Institute for Economic Research.
- Benenchia, Matteo & Galati, Luca & Lepone, Andrew, 2024. "To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
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More about this item
JEL classification:
- D43 - Microeconomics - - Market Structure, Pricing, and Design - - - Oligopoly and Other Forms of Market Imperfection
- D47 - Microeconomics - - Market Structure, Pricing, and Design - - - Market Design
- F30 - International Economics - - International Finance - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2017-04-30 (Market Microstructure)
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