Aspects of foreign exchange market microstructure: editors' introductionMichael J. Sager; Mark P. Taylor · 2006

Under the microscope: the structure of the foreign exchange marketMichael J. Sager; Mark P. Taylor · 2006

Commercially Available Order Flow Data and Exchange Rate Movements: "Caveat Emptor"Michael Sager and Mark P. Taylor · Journal of Money, Credit and Banking · 2008

Generating currency trading rules from the term structure of forward foreign exchange premiaSager, Michael; Taylor, Mark P. · Journal of International Money and Finance · 2014

The impact of European Central Bank Governing Council announcements on the foreign exchange market: a microstructural analysisMichael J. Sager; Mark P. Taylor · 2004