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Applied Economics Letters Volume 11, 2004 - Issue 4
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Original Articles

Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates

Y.-F. Gau Department of International Business, National Chi Nan University, Puli, Nantou 545, Taiwan
&
M. Hau Department of International Business, National Chi Nan University, Puli, Nantou 545, Taiwan
Pages 263-266 | Published online: 21 Aug 2006

Citations (11)

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Read on this site (3)

Mingshu Hua & Chen-Yu Li. (2011) The intraday bid–ask spread behaviour of the JPY/USD exchange rate in the EBS electronic brokerage system. Applied Economics 43:16, pages 2003-2013.
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Subhrendu Rath. (2007) Execution costs of dual listed Australian stocks. Applied Financial Economics 17:5, pages 379-389.
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Mei-Hsing Cheng & Hsin-Hong Kang. (2007) Price-Formation Process of an Emerging Futures Market: Call Auction Versus Continuous Auction. Emerging Markets Finance and Trade 43:1, pages 74-97.
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Articles from other publishers (8)

Hasan Fehmi Baklaci & Tezer Yelkenci. (2022) Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework. Eurasian Economic Review 12:2, pages 267-314.
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Ercan Balaban, Tolga Ozgen & Mehmet Sencer Girgin. (2018) Distributional characteristics of interday stock returns and their asymmetric conditional volatility: Firm-level evidence. Physica A: Statistical Mechanics and its Applications 508, pages 280-288.
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Ercan Balaban, Tolga Ozgen & Socrates Karidis. (2018) Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence. Physica A: Statistical Mechanics and its Applications 503, pages 905-915.
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Pei-wen Chen, Han-ching Huang & Yong-chern Su. (2014) The central bank in market efficiency: The case of Taiwan. Pacific-Basin Finance Journal 29, pages 239-260.
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James A. Ligon & Hao-Chen Liu. (2013) The relation of trade size and price contribution in a traditional foreign exchange brokered market. Pacific-Basin Finance Journal 21:1, pages 1024-1045.
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Yin-Feng Gau & Mingshu Hua. (2007) Intraday exchange rate volatility: ARCH, news and seasonality effects. The Quarterly Review of Economics and Finance 47:1, pages 135-158.
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Mingshu Hua & Yin-Feng Gau. (2006) Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market. Pacific-Basin Finance Journal 14:2, pages 193-208.
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Yin-Feng Gau. (2005) Intraday volatility in the Taipei FX market. Pacific-Basin Finance Journal 13:4, pages 471-487.
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