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Search: subject:"Life time of limit order"
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Central bank interventions
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Foreign exchange market
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Life time of limit order
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Order flow
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the Bank of Japan
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Susai, Masayuki
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Yoshida, Yushi
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Faculty of Economics, Kyushu Sangyo University
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Central bank interventions and limit order behavior in the foreign exchange market
Susai, Masayuki
;
Yoshida, Yushi
-
Faculty of Economics, Kyushu Sangyo University
-
2012
, significantly reduce the
life-time
of
limit
order
in the market. By applying the same methodology on non-intervention days, we find …
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