Narrow search
Showing 1 - 10 of 913,481
Cover Image
A hybrid approach to exchange rates : how do macro news and order flow affect exchange rate volatility?
Zhang, Guangfeng; Marsh, Ian; MacDonald, Ronald - In: Studies in economics and finance 33 (2016) 1, pp. 50-68
Persistent link: https://www.econbiz.de/10011718725
Cover Image
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane; Uctum, Remzi - In: Economic modelling 54 (2016), pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Cover Image
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane; Uctum, Remzi - 2015
Persistent link: https://www.econbiz.de/10011736615
Cover Image
Bank of England interest rate announcements and the foreign exchange market
Melvin, Michael; Saborowski, Christian; Sager, Michael; … - 2009
. Daily data reveal significant differences in volatility on the last of three meeting days when the interest rate … macroeconomic news effects on the foreign exchange market. We find evidence for non-linear regime switching between a high-volatility …, informed-trading state and a low-volatility, liquidity-trading state. MPC surprise announcements are shown significantly to …
Persistent link: https://www.econbiz.de/10003831967
Cover Image
Asymmetric information, price discovery and macroeconomic announcements in FX market : do top trading bank know more?
Phylaktis, Kate; Chen, Long - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 228-246
Persistent link: https://www.econbiz.de/10008702346
Cover Image
Further evidence on foreign exchange jumps and news announcements
Frömmel, Michael; Han, Xing; Van Gysegem, Frederick - In: Emerging markets finance & trade : a journal of the … 51 (2015) 4, pp. 774-787
Persistent link: https://www.econbiz.de/10011404582
Cover Image
The efficiency of the information processing in the Australian dollar market : price discovery following scheduled and unscheduled news
Daniel, Lawrence; Kim, Suk-Joong; McKenzie, Michael D. - In: International review of financial analysis 32 (2014), pp. 159-178
Persistent link: https://www.econbiz.de/10010461296
Cover Image
Macroeconomic news and exchange rates : exploring the role of order flow
Jabeen, Munazza; Rashid, Abdul - In: Global journal of emerging market economies 14 (2022) 2, pp. 222-245
Persistent link: https://www.econbiz.de/10013256662
Cover Image
News and Intraday Retail Investor Order Flow in Foreign Exchange Markets
Kaourma, Filia; Milidonis, Andreas; Nishiotis, George; … - 2021
This paper examines the trading behavior of individual investors using a proprietary intraday dataset of a large pool of retail investor aggregate (minute by minute) long and short positions in EUR/USD for the period July 2014 to April 2016. Standard event study analysis shows no significant...
Persistent link: https://www.econbiz.de/10013243514
Cover Image
Monetary policy announcements and algorithmic news trading in the foreign exchange market
Goshima, Keiichi; Kumano, Yusuke - In: Monetary and economic studies 37 (2019), pp. 71-98
Persistent link: https://www.econbiz.de/10012140430