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The long memory of order flow in the foreign exchange spot market
Gould, Martin; Porter, Mason A.; Howison, Sam - In: Market microstructure and liquidity 2 (2016) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10011588230
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End-user order flow and exchange rate dynamics : a dealer's perspective
Reitz, Stefan; Schmidt, Markus A.; Taylor, Mark P. - In: The European journal of finance 17 (2011) 1/2, pp. 153-168
Persistent link: https://www.econbiz.de/10009155453
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Liquidity determination in an order-driven market
Daníelsson, Jón; Payne, Richard - In: The European journal of finance 18 (2012) 9/10, pp. 799-821
Persistent link: https://www.econbiz.de/10009691779
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Connecting equity and foreign exchange markets through the WM "Fix" : a trading strategy
Sheth, Arnav; Teeple, Keisuke - In: The journal of investment strategies 8 (2019) 4, pp. 33-53
Persistent link: https://www.econbiz.de/10012426140
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Currency order flow and exchange rate determination : empirical evidence from the Malaysian foreign exchange market
Anifowose Daniel Abolaji; Izlin Ismail; Mohd Edil Abd Sukor - In: Global business review 19 (2018) 4, pp. 902-920
Persistent link: https://www.econbiz.de/10011915059
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Monitoring the foreign exchange rate benchmark fix
Jahanshahloo, Hossein; Cai, Charlie X. - In: The European journal of finance 25 (2019) 7, pp. 670-688
Persistent link: https://www.econbiz.de/10012207023
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Foreign exchange order flow as a risk factor
Burnside, Craig; Cerrato, Mario; Zhang, Zhekai - 2023
Persistent link: https://www.econbiz.de/10014234202
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Realized volatility as an instrument to official intervention
Barroso, João Barata Ribeiro Blanco - 2014
Persistent link: https://www.econbiz.de/10010471997
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Hedger behaviour and its impact on order flow and exchange rate on foreign exchange markets
Skoupil, Lubomír - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 23 (2015) 6, pp. 3-20
Persistent link: https://www.econbiz.de/10011437703
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Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1995
Persistent link: https://www.econbiz.de/10000929607