An empirical study of portfolio-balance and information effects of order flow on exchange rates

Empirical exchange rate models of the seventies

Richard Meese, Kenneth Rogoff · Journal of International Economics · 1983 · 4.2K citations

Social Sciences, Economics, Finance +12

One Security, Many Markets: Determining the Contributions to Price Discovery

Joel Hasbrouck · The Journal of Finance · 1995 · 1.6K citations

Business, Economics, Finance +17

Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange

Torben G. Anderson, Tim Bollerslev, Francis X. Diebold et al. · American Economic Review · 2003 · 1.4K citations

Social Sciences, Economics, Finance +16

Order Flow and Exchange Rate Dynamics

Martin D.D. Evans, Richard K. Lyons · Journal of Political Economy · 2002 · 980 citations

Social Sciences, Business Economics, Economics +17

Exchange Rates and Fundamentals

Charles Engel, Kenneth D. West · Journal of Political Economy · 2005 · 770 citations

Social Sciences, Economics, Asset Pricing +8