Bibliography of Microstructure of Foreign Exchange Markets

Abstract

This file provides a bibliography of the literature on the Microstructure of Foreign Exchange Markets. It includes clickable url- or doi-links 1 to most of the published papers, and even to some of the working papers. I will add more annotations over time. The BibT EX database used for this file is available from my homepage. The references are organized in three sections: 1) Journal papers; 2) Working papers; and 3) Books, book-chapters, PhD dissertations, etc. New in this version is an attempt to classify journal articles into four subsections.