Order flow, bid-ask spread and trading density in foreign exchange markets

SHIKUAN CHENChien, C.-C.C.-C.ChienChang, M.-J.M.-J.Chang2020-02-152020-02-152012https://scholars.lib.ntu.edu.tw/handle/123456789/459433[SDGs]SDG17Order flow, bid-ask spread and trading density in foreign exchange marketsjournal article10.1016/j.jbankfin.2011.09.0062-s2.0-81955162878https://www.scopus.com/inward/record.uri?eid=2-s2.0-81955162878&doi=10.1016%2fj.jbankfin.2011.09.006&partnerID=40&md5=210a8b55a3093c17b070acd5adaf8ff8