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End-User Order Flow and Exchange Rate Dynamics · Study

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PreprintEnd-User Order Flow and Exchange Rate Dynamics

Mark P. Taylor2008

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Preprintgreen2008

End-User Order Flow and Exchange Rate Dynamics

Mark P. Taylor · Markus A. Schmidt · Stefan Reitz

28 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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References

1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1983Empirical exchange rate models of the seventies 1987Price, trade size, and information in securities markets 2003The Economics of Exchange Rates 1997The Components of the Bid-Ask Spread: A General Approach 2001The Microstructure Approach to Exchange Rates

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2008Analyzing the Interest Rate Risk of Banks Using Time Series of Accounting-Based Data: Evidence from Germany 2016The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey

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2016End-User Order Flow and Exchange Rate Dynamicspreprint · 27 shared references 2009Market Microstructure, Foreign Exchangeother · 22 shared references 2013The market microstructure approach to foreign exchange: Looking back and looking forwardarticle · 17 shared references 2008Commercially Available Order Flow Data and Exchange Rate Movements:Caveat Emptorarticle · 17 shared references 2006Price Discovery in Currency Marketspreprint · 16 shared references 2006Macro lessons from microstructurearticle · 15 shared references

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations28

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1157681

openalex_workW1588641394

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