Order flow, bid–ask spread and trading density in foreign exchange markets
Year of publication: |
2012
|
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Authors: | Chen, Shikuan ; Chien, Chih-Chung ; Chang, Ming-Jen |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 2, p. 597-612
|
Subject: | Devisenmarkt | Foreign exchange market | Theorie | Theory | Schätzung | Estimation | Marktmikrostruktur | Market microstructure | Volatilität | Volatility | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model |
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