Trading Intensity and Informational Effect of Trades in the Won/Dollar FX Market: Event Uncertainty Hypothesis vs. Hot Potato Hypothesis

Korean Journal of Financial Studies 2006;35(6):77-102.
Published online December 31, 2006.

원/달러 외환시장에서 거래집중도와 거래정보효과와의 관계

선정훈, 엄경식

Key Words: 거래정보효과,거래집중도,시장미시구조접근법,원/달러 외환시장,일중패턴,FX market,Informational effect of trades,Intra-day pattern,Market microstructure,Trading intensity

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