Download or read book Three Essays on the Intraday Dynamics of the Foreign Exchange Market written by Siroos Khademalomoom and published by . This book was released on 2016 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Containing three essays on the intraday dynamics of the foreign exchange market, the dissertation highlights the role of higher-moments in improving the forecasting ability of exchange rates models while contributing to the literature through the identification of new calendar anomalies in the currency market which has implications for regulators and investors.