Foreign exchange market microstructure and the WM/Reuters 4 pm fix

Foreign exchange market microstructure and the WM/Reuters 4 pm fix

A market fix serves as a benchmark for foreign exchange (FX) execution, and is employed by many institutional investors to establish an exact reference at which execution takes place. The currently most popular FX fix is the World Market Reuters (WM/R) 4 pm fix. Execution at the WM/R 4 pm fix is a s...

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Bibliographic Details
Main Authors: P.S. Michelberger, J.H. Witte
Format: Article
Language:English
Published: KeAi Communications Co., Ltd. 2016-03-01
Series:Journal of Finance and Data Science
Subjects:
Finance
Financial markets
Foreign exchange markets
Market microstructure
Behavioural finance
Exchange rate benchmarks
FX execution
Market manipulation
WM/Reuters 4 pm fix
FX market microstructure
Online Access:http://www.sciencedirect.com/science/article/pii/S2405918816300010

Internet

http://www.sciencedirect.com/science/article/pii/S2405918816300010

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