Browsing School of Business by Subject "Seasonality"

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Browsing School of Business by Subject "Seasonality"

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  • Cotter, John ; Dowd, Kevin (University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. School of Business, 2007-05-18)
    This paper examines the intra-day seasonality of transacted limit and market orders in the DEM/USD foreign exchange market. Empirical analysis of completed transactions data based on the Dealing 2000-2 electronic ...

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