End-user order flow and exchange rate dynamics - a dealer's perspective
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DOI: 10.1080/13518471003651925
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References listed on IDEAS
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Citations
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Cited by:
- Emanuel Kohlscheen, 2012.
"Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions,"
Working Papers Series
273, Central Bank of Brazil, Research Department.
- Emanuel Kohlscheen, 2013. "Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions," BIS Working Papers 426, Bank for International Settlements.
- Sviatoslav Rosov & F Douglas Foster, 2014. "Customer foreign exchange orders: When timing really does matter," Australian Journal of Management, Australian School of Business, vol. 39(3), pages 351-368, August.
- Li, Yubin & Zhao, Chen & Zhong, Zhaodong, 2019. "Price discrimination against retail Investors: Evidence from mini options," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 50-64.
- Reitz, Stefan & Schmidt, Markus A. & Taylor, Mark P., 2009.
"Financial intermediation and the role of price discrimination in a two-tier market,"
Discussion Paper Series 1: Economic Studies
2009,13, Deutsche Bundesbank.
- Reitz, Stefan & Schmidt, Markus & Taylor, Mark P., 2009. "Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market," MPRA Paper 15602, University Library of Munich, Germany.
- Reitz, Stefan & Schmidt, Markus A. & Taylor, Mark P., 2012. "Financial intermediation and the role of price discrimination in a two-tier market," Kiel Working Papers 1794, Kiel Institute for the World Economy (IfW Kiel).
- Viet Hoang Nguyen & Yongcheol Shin, 2011. "Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics," Melbourne Institute Working Paper Series wp2011n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
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Keywords
foreign exchange; market microstructure; end-user order flow;All these keywords.
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