The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets

Nonparametric Statistics for the Behavioral Sciences.

J. W. Whitfield, Sidney Siegel · Journal of the Royal Statistical Society Series A (General) · 1957 · 8K citations

Natural Sciences, Behavioral Sciences, Biostatistics +13

The Distribution of Realized Exchange Rate Volatility

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold et al. · Journal of the American Statistical Association · 2001 · 2.2K citations

Business, Economics, Finance +17

Information Effects on the Bid‐Ask Spread

Thomas E. Copeland, Dan Galai · The Journal of Finance · 1983 · 1.8K citations

Social Sciences, Economics, Finance +17

The Components of the Bid-Ask Spread: A General Approach

Roger D. Huang, Hans R. Stoll · Review of Financial Studies · 1997 · 1.2K citations

Business, Business Economics, Economics +17

Tests of microstructural hypotheses in the foreign exchange market

Richard K. Lyons · Journal of Financial Economics · 1995 · 542 citations

Social Sciences, Economics, Finance +12