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Common Factors, Order Flows, and Exchange Rate Dynamics
19/19 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
The 19 checked references that resolve
resolves10.1016/j.jinteco.2007.10.004
Order flow and exchange rate dynamics in electronic brokerage system data
resolves10.1111/j.1540-6261.2004.00711.x
Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve
resolves10.1111/j.1538-4616.2011.00460.x
Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set
resolves10.1016/j.jimonfin.2013.05.004
The market microstructure approach to foreign exchange: Looking back and looking forward
resolves10.1016/j.jfineco.2014.07.001
Conditional risk premia in currency markets and other asset classes
resolves10.1016/s0022-1996(03)00003-5
Informed trade in spot foreign exchange markets: an empirical investigation
resolves10.1016/j.jinteco.2009.03.005
Exchange rate forecasting, order flow and macroeconomic information
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