@techreport{oai:barrel.repo.nii.ac.jp:00004847, author = {Wada, Ryosuke}, month = {Aug}, note = {This work deals with the intra-day determination of foreign exchange rates. We have two objectives. The first is to suggest a microstructure model of the foreign exchange markets. The second is to explain certain empirical issues, using this model Auctions.}, title = {Continuous Double-Sided Auctions in Foreign exchange Markets}, year = {1993} }