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Order flows, news, and exchange rate volatility

Frömmel, Michael (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003530751

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/10003758313

Tobin tax effects seen from the foreign exchange market's microstructure

Mende, Alexander (contributor); Menkhoff, Lukas (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001725783

Tobin tax effects seen from the foreign exchange market's microstructure

Mende, Alexander; Menkhoff, Lukas - In: International finance 6 (2003) 2, pp. 227-247

Persistent link: https://www.econbiz.de/10001802619

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/10003357659

Profits and speculation in intra-day foreign exchange trading

Mende, Alexander (contributor); Menkhoff, Lukas (contributor) - 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'...