## Abstract This article empirically examines the relationship between order sizes and spreads in the foreign exchange (FX) market based on a FX dealer's quotes. It is found that spreads are independent of order sizes in the interβdealer market, but they are negatively correlated in the customer ma
β¦ LIBER β¦
An investigation of customer order flow in the foreign exchange market
β Scribed by Mario Cerrato; Nicholas Sarantis; Alex Saunders
- Book ID
- 116615797
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 418 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0378-4266
No coin nor oath required. For personal study only.
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