Similar Search Results - EconBiz

Price Overreactions in the Forex and Trading Strategies

Caporale, Guglielmo Maria - 2019

This paper explores price overreactions in the FOREX by using both daily and intraday data on the EURUSD, USDJPY, USDCAD, AUDUSD and EURJPY exchange rates over the period 01.01.2008-31.12.2018. It applies a dynamic trigger approach to detect overreactions and then various statistical methods,...

Persistent link: https://www.econbiz.de/10012889664

The information effect of order flows in foreign currency futures and spot markets

Chen, Yu-Lun; Gau, Yin-feng - In: The journal of futures markets 42 (2022) 8, pp. 1549-1572

Persistent link: https://www.econbiz.de/10013288004

Inter-dealer-trading

Vogler, Karl-Hubert - 1993

Persistent link: https://www.econbiz.de/10000884025

Sunshine trading revisited : a model with strategic liquidity traders

Rindi, Barbara - 1994

Persistent link: https://www.econbiz.de/10000891661

Uniformed [Uninformed] strategic traders and trading strategies in a specialist market

Rindi, Barbara - 1994

Persistent link: https://www.econbiz.de/10000891663

Speculative behaviour, regime switching, and stock market fundamentals

Van Norden, Simon; Schaller, Huntley - 1993

Persistent link: https://www.econbiz.de/10000860230

Three essays on the macroeconomic implications of noise trader risk in financial markets

Oh, Sang-keun - 1991

Persistent link: https://www.econbiz.de/10000863368

Market volatility and trading strategies

Krull, Steven Brian - 1990

Persistent link: https://www.econbiz.de/10000863754

Nonlinearities in asset prices and infrequent noise trading

Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio - 1992

Persistent link: https://www.econbiz.de/10000836582

The informational content of frequently changing prices : implications for the structural organization of a securities market

Bronfman, Corinne M. - 1988

Persistent link: https://www.econbiz.de/10000837753

A service of the