Informativeness of trade size in foreign exchange markets
Nikola Gradojevic, Deniz Erdemlioglu, Ramazan Gençay
| Year of publication: |
January 2017
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|---|---|
| Authors: | Gradojevic, Nikola ; Erdemlioglu, Deniz ; Gençay, Ramazan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 150.2017, p. 27-33
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| Subject: | Foreign exchange markets | Volume | Trade size | Volatility | Informed trading | Noise trading | Market microstructure | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Volatilität | Theorie | Theory | Handelsvolumen der Börse | Trading volume | Noise Trading | Informationsökonomik | Economics of information | Wertpapierhandel | Securities trading | Asymmetrische Information | Asymmetric information |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.11.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011762076