Intraday patterns in FX returns and order flow
Prospect Theory: An Analysis of Decision under Risk
FX strategies in periods of distress
FX data: Discovery of 12 empirical scaling laws
The market microstructure approach to foreign exchange: Looking back and looking forward
“Large” vs. “small” players: A closer look at the dynamics of speculative attacks
The Microstructure of Currency Markets
Exchange rate forecasting, order flow and macroeconomic information
Arbitrage in the foreign exchange market: Turning on the microscope
Foreign exchange market structure, players and evolution
Price discovery in currency markets
STOP-LOSS ORDERS AND PRICE CASCADES
MACRO LESSONS FROM MICROSTRUCTURE
High Frequency Trading and Price Discovery
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