Express one's gratitude formally

About the author

introduce

The first part is exchange rate analysis

Chapter 65438 +0 Foreign Exchange Market: Random Wandering with Constraints

Chapter 2 Does the forward premium/discount help to predict the long-term change of exchange rate?

Chapter 3 Why can't the spot forward discount rate be used to predict the future spot exchange rate trend?

Part II Description of Intraday Foreign Exchange Market

Chapter IV Foreign exchange market reflected in Reuters screen: spot market of yen/USD and pound/USD.

Chapter V "News" and Foreign Exchange Market

The third part uses intraday exchange rate data to measure market changes.

Chapter VI Hourly Study of Foreign Exchange Market

The seventh chapter is based on some empirical analysis of daily trading behavior in London foreign exchange market.

Chapter VIII Minute Data Statistics of Financial Markets

Chapter 9 Geographical location of foreign exchange market: test of "isolated island" hypothesis

Chapter 10 information effect in the high-frequency model of the exchange rate of British pound against the US dollar.

Chapter 1 1 evaluates the central bank's continuous intervention in the foreign exchange market.

Chapter 12 Unit Root Test and High Frequency Spot Exchange Rate Data

Chapter 13 Interaction between quotation frequency and volatility in foreign exchange market

The fourth part is technical analysis

Chapter 14 technical analysis: controlled experiment

Chapter 15 Technical Analysis Will the trading rules generate benefits? The conclusion from the foreign exchange market of the day

Part V Intra-day Exchange Rate Changes and Transaction Data

Chapter 16 One day in June 1993:Reuters 2000-2 Research on the operation of electronic foreign exchange trading system.

Chapter 17 Micro-dynamic Structure of Foreign Exchange Electronic Trading System

Part VI Our Position

Chapter 18 high-frequency data of financial market: demonstration and application

Conclusion: Conclusion and future research direction.