Narrow search
Showing 1 - 10 of 686,326
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Is exchange rate - customer order flow relationship linear? : evidence from the Hungarian FX market
Lovcha, Yuliya; Perez-Laborda, Alejandro - 2010
evolves over time and that it is different under different market conditions defined by exchange rate volatility. Further, we …
Persistent link: https://www.econbiz.de/10008746440
Cover Image
Order flow, bid–ask spread and trading density in foreign exchange markets
Chen, Shikuan; Chien, Chih-Chung; Chang, Ming-Jen - In: Journal of banking & finance 36 (2012) 2, pp. 597-612
Persistent link: https://www.econbiz.de/10009511764
Cover Image
Optimal informed trading in the foreign exchange market
Vitale, Paolo - In: The European journal of finance 18 (2012) 9/10, pp. 989-1013
Persistent link: https://www.econbiz.de/10009691771
Cover Image
Order flow information and spot rate dynamics
Evans, Martin D. D.; Rime, Dagfinn - 2015 - First draft
Persistent link: https://www.econbiz.de/10011484832
Cover Image
Behavioral models of the foreign exchange market : is there any empirical content?
Barroso, João Barata Ribeiro Blanco - 2014
Persistent link: https://www.econbiz.de/10010471996
Cover Image
Order flow and exchange rate dynamics : an application to emerging markets
Duffuor, Kwabena; Marsh, Ian; Phylaktis, Kate - In: International journal of finance & economics : IJFE 17 (2012) 3, pp. 290-304
Persistent link: https://www.econbiz.de/10009615676
Cover Image
Noise traders' trigger rates, FX options, and smiles
Pierdzioch, Christian - 2000
the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts … is devoloped. The curvature of the volatility strike structure is explained by focusing attention on the expected … characteristic convex shape of volatility strike structures documented in the empirical literature. A volatility-based test for …
Persistent link: https://www.econbiz.de/10011476532