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Profits and speculation in intra-day foreign exchange trading

Mende, Alexander; Menkhoff, Lukas - In: Journal of Financial Markets 9 (2006) 3, pp. 223-245

Persistent link: https://www.econbiz.de/10005320009

Kleine Abhandlungen - Hot Potato Trading.

Mende, Alexander - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 31 (2002) 4, pp. 223-227

Persistent link: https://www.econbiz.de/10007479671

Book Reviews - The Microstructure Approach to Exchange Rates

Lyons, Richard K.; Mende, Alexander - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 138 (2002) 4, pp. 752-753

Persistent link: https://www.econbiz.de/10006557408

Order flows, news, and exchange rate volatility

Frömmel, Michael; Mende, Alexander; Menkhoff, Lukas - In: Journal of international money and finance 27 (2008) 6, pp. 994-1012

Persistent link: https://www.econbiz.de/10008089938

Order flows, news, and exchange rate volatility

Frömmel, Michael; Mende, Alexander; Menkhoff, Lukas - In: Journal of international money and finance 27 (2008) 6, pp. 994-1013

Persistent link: https://www.econbiz.de/10008880449

Price discovery in currency markets

Osler, Carol L.; Mende, Alexander; Menkhoff, Lukas - In: Journal of international money and finance 30 (2011) 8, pp. 1696-1719

Persistent link: https://www.econbiz.de/10009801821

09-11 on the USD-EUR foreign exchange market

Mende, Alexander - In: Applied financial economics 16 (2006) 3, pp. 213-222

Persistent link: https://www.econbiz.de/10007635775

Profits and Speculation in Intra-Day Foreign Exchange Trading

Mende, Alexander; Menkhoff, Lukas - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2006

This study examines profits and speculation in the USD/EUR trading of a bank in Germany over a four-month period. Dealing activity at the bank generates profits but speculation does not seem to contribute to this. We find that speculative positions fail to become profitable within a 30-minutes'...

Persistent link: https://www.econbiz.de/10005138909

09/11 on the USD/EUR Foreign Exchange Market

Mende, Alexander - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2005

We study the relationship between foreign exchange trading activity and volatility on the USD/EUR foreign exchange market on the basis of a unique data set around the events of 09/11/2001. We find that volatility and bid-ask spreads are by far larger at that time, but the shock is not...

Persistent link: https://www.econbiz.de/10005138918

Different Counterparties In A Small Bank's FX Trading

Menkhoff, Lukas; Mende, Alexander - Royal Economic Society - RES - 2004

Persistent link: https://www.econbiz.de/10005099549