The accuracy of trade classification systems on the foreign exchange market : evidence from the RUB USD market
Michael Frömmel, Dick D'Hoore, Kevin Lampaert
| Year of publication: |
2021
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|---|---|
| Authors: | Frömmel, Michael ; D'Hoore, Dick ; Lampaert, Kevin |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 42.2021, p. 1-7
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| Subject: | bulk classification | foreign exchange | microstructure | quote rule | Russian Rouble | tick rule | trade classification | Devisenmarkt | Foreign exchange market | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Russland | Russia | Klassifikation | Classification | Geld-Brief-Spanne | Bid-ask spread | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101892 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014580438