Social Research The University of Melbourne Victoria / Melbourne Institute of Applied Economic / Goethe University / The University of Leeds Melbourne Institute Working Paper No. / Institute Working Paper Series Working Paper No. / University Business School / The University of Melbourne / / /
Holiday
Assumption / /
Organization
University of Melbourne / University of Melbourne Victoria / Melbourne Institute of Applied Economic / Leeds University Business School / Economics Division / Centre for Advanced Studies / Melbourne Institute of Applied Economic and Social Research / University of Leeds Melbourne Institute Working Paper / Goethe University / /
Person
Richard Lyons / Charlie Cai / Shin Asymmetric Price Impacts / Yang / Nash Equilibrium / Brandt / Michael Binder / Wang / Matthew Greenwood-Nimmo / Martin Evans / Tony Garratt / Kausik Chaudhuri / Kevin Reilly / / /
Position
representing dealer / model of Evans / model / Rt / trader / dealer / Rt / representing publicly available information / /
Melbourne Institute Working Paper Series Working Paper No[removed]Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics Viet Hoang Nguyen and Yongcheol Shin