Intraday patterns in FX returns and order flow
Year of publication: |
2013
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Authors: | Breedon, Francis J. ; Ranaldo, Angelo |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 45.2013, 5, p. 953-965
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Subject: | foreign exchange | microstructure | order flow | liquidity | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Kapitaleinkommen | Capital income | US-Dollar | US dollar | Theorie | Theory | Euro | Welt | World | Zeit | Time | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Handelsvolumen der Börse | Trading volume | Wechselkurs | Exchange rate |
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