High-frequency information content in end-user foreign exchange order flows
Ian W. Marsh and Teng Miao
| Year of publication: |
2012
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|---|---|
| Authors: | Marsh, Ian ; Miao, Teng |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 18.2012, 9/10, p. 865-884
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| Subject: | foreign exchange | order flow | equity returns | forecasting | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Marktmikrostruktur | Market microstructure | Prognoseverfahren | Forecasting model | Theorie | Theory | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | Handelsvolumen der Börse | Trading volume |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009691776