✦ LIBER ✦

Dealer behavior and trading systems in foreign exchange markets

✍ Scribed by Geir Høidal Bjønnes; Dagfinn Rime

Book ID: 113710767
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 368 KB
Volume: 75
Category: Article
ISSN: 0304-405X
DOI: 10.1016/j.jfineco.2004.08.001

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Trading activity, dealer concentration a

Trading activity, dealer concentration and foreign exchange market quality

✍ Aditya Kaul; Stephen Sapp 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 321 KB

Market structure and dealers’ quoting be

Market structure and dealers’ quoting behavior in the foreign exchange market

✍ Liang Ding 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 154 KB

Foreign exchange trading models and mark

Foreign exchange trading models and market behavior

✍ Ramazan Gençay; Michel Dacorogna; Richard Olsen; Olivier Pictet 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 209 KB

The contributions of this paper are twofold. First, the performance of a widely used commercial real-time trading model is compared with a simple exponential moving average model. Second, the trading models are used as diagnostic tools to evaluate the statistical properties of foreign exchange rates

Real trading patterns and prices in spot

Real trading patterns and prices in spot foreign exchange markets

✍ J. Danı́elsson; R. Payne 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 181 KB

Evidence on the contrarian trading in fo

Evidence on the contrarian trading in foreign exchange markets

✍ Jer-Yuh Wan; Chung-Wei Kao 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 239 KB

Antipersistent Markov behavior in foreig

Antipersistent Markov behavior in foreign exchange markets

✍ Roberto Baviera; Michele Pasquini; Maurizio Serva; Davide Vergni; Angelo Vulpian 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 142 KB