Public Information Arrival, Exchange Rate Volatility, and Quote Frequency

Abstract

Journal Article Public Information Arrival, Exchange Rate Volatility, and Quote Frequency Get access Michael Melvin, Michael Melvin Arizona State University Search for other works by this author on: Oxford Academic Google Scholar Xixi Yin Xixi Yin American Express Company Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 110, Issue 465, July 2000, Pages 644–661, https://doi.org/10.1111/1468-0297.00558 Published: 25 December 2001