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Estimating the proportion of informed and speculative traders in financial markets: evidence from exchange rate. (2021). Tsai, Ping-Chen.
In: Journal of Economic Interaction and Coordination.
RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-020-00308-z.

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  1. The complex interplay between exchange rate and real markets: an agent-based model exploration. (2024). Roventini, Andrea ; Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo ; Ferraresi, Tommaso ; Popoyan, Lilit.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2024/24.

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  2. The interplay between real and exchange rate market: an agent-based model approach. (2024). Roventini, Andrea ; Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Ferraresi, Tommaso ; Popoyan, Lilit ; Gusella, Filippo.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2024_10.rdf.

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  3. Market Intraday Momentum with New Measures for Trading Cost: Evidence from KOSPI Index. (2022). Lin, Zhen-Yu ; Tsai, Ping-Chen ; Lai, Chien-Yuan ; Eom, Cheoljun.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:11:p:523-:d:966717.

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References

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