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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

Monetary policy announcement and algorithmic news trading in the foreign exchange market

Goshima, Keiichi; Kumano, Yusuke - 2018

Persistent link: https://www.econbiz.de/10013447834

Price discovery and liquidity recovery : forex market reactions to macro announcements

Yamada, Masahiro; Itō, Takatoshi - In: Journal of international money and finance 120 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013417335

The long memory of order flow in the foreign exchange spot market

Gould, Martin; Porter, Mason A.; Howison, Sam - In: Market microstructure and liquidity 2 (2016) 1, pp. 1-40

Persistent link: https://www.econbiz.de/10011588230

Currency order flow and exchange rate determination : empirical evidence from the Malaysian foreign exchange market

Anifowose Daniel Abolaji; Izlin Ismail; Mohd Edil Abd Sukor - In: Global business review 19 (2018) 4, pp. 902-920

Persistent link: https://www.econbiz.de/10011915059

Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data

Stenfors, Alexis; Susai, Masayuki - In: Journal of international financial markets, … 59 (2019), pp. 36-57

Persistent link: https://www.econbiz.de/10012127871

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

Informativeness of trades around macroeconomic announcements in the foreign exchange market

Wu, Zhen-Xing; Gau, Yin-feng - In: Journal of international financial markets, … 78 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013357272

Macroeconomic Announcements and Price Discovery in the Foreign Exchange Market

Gau, Yin-Feng - 2016

This article examines the price discovery function around releases of macroeconomic announcements to explore the informational efficiency of prices in a 24-hour trading platform. We study the contribution to price discovery of four periods of trading, including the Asian, European, European-U.S....

Persistent link: https://www.econbiz.de/10013005256

Structural interdependence of price and demand in a model of the foreign exchange market with heterogeneous speculators : evidence from high-frequency data

Bargigli, Leonardo; Cifarelli, Giulio - 2020

Persistent link: https://www.econbiz.de/10012211762

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