Showing 1 - 10 of 2,462
Persistent link: https://www.econbiz.de/10000696886
Persistent link: https://www.econbiz.de/10000067046
Persistent link: https://www.econbiz.de/10000036887
Persistent link: https://www.econbiz.de/10000025529
Persistent link: https://www.econbiz.de/10000026059
Persistent link: https://www.econbiz.de/10014376078
In this paper we provide evidence for Evans and Lyons' (2005b) model of an information aggregation process in FX markets using a German bank's end-user order flow from 2002 to 2003. Though customer order flow is unambiguously the vehicle incorporating non-public information into exchange rates...
Persistent link: https://www.econbiz.de/10010295842