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Measuring the information content of customer foreign exchange orders
Rosov, Sviatoslav; Foster, F. Douglas - In: Australian journal of management 39 (2014) 2, pp. 247-264
Persistent link: https://www.econbiz.de/10010431544
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End-user order flow and exchange rate dynamics : a dealer's perspective
Reitz, Stefan; Schmidt, Markus A.; Taylor, Mark P. - In: The European journal of finance 17 (2011) 1/2, pp. 153-168
Persistent link: https://www.econbiz.de/10009155453
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Intraday patterns in FX returns and order flow
Breedon, Francis J.; Ranaldo, Angelo - 2012
Using a comprehensive high-frequency foreign exchange dataset, we present evidence of time-of-day effects in foreign exchange returns through a significant tendency for currencies to depreciate during local trading hours. We confirm this pattern across a range of currencies and time zones. We...
Persistent link: https://www.econbiz.de/10009521479
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Jumps in foreign exchange rates and stochastic unwinding of carry trades
Nirei, Makoto; Sushko, Vladyslav - In: International review of economics & finance : IREF 20 (2011) 1, pp. 110-127
Persistent link: https://www.econbiz.de/10009304196
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Asymmetric over- and undershooting of major exchange rates : evidence from quantile regressions
Kuck, Konstantin; Maderitsch, Robert; Schweikert, Karsten - In: Economics letters 126 (2015), pp. 114-118
Persistent link: https://www.econbiz.de/10011376437
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Effects of Central Banks' interference on speculative build-up in the foreign exchange markets
Vygodina, A. V. - In: The international journal of applied economics and finance 9 (2015) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011300975
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Financial intermediation and the role of price discrimination in the foreign exchange market
Reitz, Stefan; Schmidt, Markus A.; Taylor, Mark P. - In: The European journal of finance 21 (2015) 7/9, pp. 629-645
Persistent link: https://www.econbiz.de/10011301207
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High-frequency information content in end-user foreign exchange order flows
Marsh, Ian; Miao, Teng - In: The European journal of finance 18 (2012) 9/10, pp. 865-884
Persistent link: https://www.econbiz.de/10009691776
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Exchange rate determination and dynamics in China : a market microstructure analysis
Zhang, Zhichao; Chau, Frankie; Zhang, Wenting - In: International review of financial analysis 29 (2013), pp. 303-316
Persistent link: https://www.econbiz.de/10010244927
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Periodicities of foreign exchange markets and the directional change power law
Giampaoli, Iacopo; Wing Lon Ng; Constantinou, Nick - In: Intelligent systems in accounting finance and … 20 (2013) 3, pp. 189-206
Persistent link: https://www.econbiz.de/10010196979