![Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability]()
Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probabilityHashimoto, Yuko; Ito, Takatoshi; Ohnishi, Takaaki; Takayasu, Misako; Takayasu, Hideki; Watanabe, Tsutomu · Quantitative Finance · 2012