The information effect of order flows in foreign currency futures and spot markets
Yu-Lun Chen, Yin-Feng Gau
| Year of publication: |
2022
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|---|---|
| Authors: | Chen, Yu-Lun ; Gau, Yin-feng |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 8, p. 1549-1572
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| Subject: | foreign exchange | macroeconomic announcement | order flow | price discovery | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Marktmikrostruktur | Market microstructure | Ankündigungseffekt | Announcement effect | Theorie | Theory | Spotmarkt | Spot market | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22345 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013288004