Intraday momentum in FX markets : disentangling informed trading from liquidity provision
Gert Elaut, Michael Frömmel, Kevin Lampaert
| Year of publication: |
2018
|
|---|---|
| Authors: | Elaut, Gert ; Frömmel, Michael ; Lampaert, Kevin |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 37.2018, p. 35-51
|
| Subject: | Informed trading | Intraday | Liquidity | Momentum | Wertpapierhandel | Securities trading | Liquidität | Asymmetrische Information | Asymmetric information | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Handelsvolumen der Börse | Trading volume | Marktliquidität | Market liquidity | Insiderhandel | Insider trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2016.09.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012001010