Whose trades convey information? Evidence from a cross-section of traders
Year of publication: |
2007
|
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Authors: | Menkhoff, Lukas ; Schmeling, Maik |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Market microstructure | informed trading | trade size | foreign exchange |
Series: | Diskussionsbeitrag ; 357 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 523977387 [GVK] hdl:10419/22469 [Handle] RePEc:han:dpaper:dp-357 [RePEc] |
Classification: | F31 - Foreign Exchange ; G12 - Asset Pricing ; D82 - Asymmetric and Private Information ; G15 - International Financial Markets |
Source: |
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Whose trades convey information? Evidence from a cross-section of traders
Menkhoff, Lukas, (2007)
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Learning from post-trade identity disclosure in electronic trading
Menkhoff, Lukas, (2009)
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Price, Trade Size, and Information Revelation in Multi-Period Securities Markets
Ozsoylev, Han N., (2005)
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Local Information in Foreign Exchange Markets
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A Prospect-Theoretical Interpretation of Momentum Returns
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Automating exchange rate target zones: intervention via an electronic limit order book
Melvin, Michael, (2008)
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