Price Discovery in the Foreign Exchange Futures Market

Yiuman Tse; Jun Xiang; Joseph K. W. Fung

doi:10.1002/fut.20229

Price Discovery in the Foreign Exchange Futures Market

Yiuman Tse
, Jun Xiang
, Joseph K. W. Fung

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Future Markets
Volume	26
DOIs	https://doi.org/10.1002/fut.20229
State	Published - 2006

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Business

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@article{d42dbba0f9234b7c85c5c4b116ee74fe,

title = "Price Discovery in the Foreign Exchange Futures Market",

author = "Yiuman Tse and Jun Xiang and Fung, \{Joseph K. W.\}",

note = "Examination is made of the relative contributions to price discovery of the floor and electronically traded euro FX and Japanese yen futures markets and the corresponding retail on‐line foreign excha...",

year = "2006",

doi = "10.1002/fut.20229",

language = "American English",

volume = "26",

journal = "Journal of Future Markets",

}

TY - JOUR

T1 - Price Discovery in the Foreign Exchange Futures Market

AU - Tse, Yiuman

AU - Xiang, Jun

AU - Fung, Joseph K. W.

N1 - Examination is made of the relative contributions to price discovery of the floor and electronically traded euro FX and Japanese yen futures markets and the corresponding retail on‐line foreign excha...

PY - 2006

Y1 - 2006

UR - https://doi.org/10.1002/fut.20229

U2 - 10.1002/fut.20229

DO - 10.1002/fut.20229

M3 - Article

VL - 26

JO - Journal of Future Markets

JF - Journal of Future Markets

ER -

Price Discovery in the Foreign Exchange Futures Market

Disciplines

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