The Interaction In Forex Market
File Description:
There is an empirical relationship between volatility,
average spread, and number of quotations in the foreign
exchange spot market. The results indicate that the
number of quotations successfully approximates activity
in the spot market. This forex ebook also discusses
information aspects of the model as well as its implications
for financial informational theories. Inter- and intra-day
patterns of the three variables are also revealed.
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