Search Results - subject:"order flows"

Li, Z. Merrick; Linton, Oliver - 2020

Persistent link: https://www.econbiz.de/10012692260

Strategic insider trading : disguising order flows to escape trading competition

Gu, Dingwei; Liu, Xin; Sun, Hanwen; Zhao, Huainan - In: The journal of corporate finance : contracting, … 67 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013209756

Information or noise : what does algorithmic trading incorporate into the stock prices?

Zhou, Hao; Elliott, Robert J.; Kalev, Petko S. - In: International review of financial analysis 63 (2019), pp. 27-39

Persistent link: https://www.econbiz.de/10012207365

Front-running and collusion in forex trading

Evans, Martin D. D. - 2019 - First draft

Persistent link: https://www.econbiz.de/10012027979

Microstructure of foreign exchange markets

Evans, Martin D. D.; Rime, Dagfinn - 2019

Persistent link: https://www.econbiz.de/10012027986

The term structure of exchange rate predictability : commonality, scapegoat, and disagreement

Cao, Shuo; Huang, Huichou; Liu, Ruirui; MacDonald, Ronald - In: Journal of international money and finance 95 (2019), pp. 379-401

Persistent link: https://www.econbiz.de/10012139588

Microstructure of Foreign Exchange Markets

Evans, Martin D.D.; Rime, Dagfinn - 2019

This article presents an overview of research on the Microstructure of Foreign Exchange Markets. We begin by summarizing the institutional features of FX trading and describe how they have evolved since the 1980s. We then explain how these features are represented in microstructure models of FX...

Persistent link: https://www.econbiz.de/10012143943