## Abstract Using detailed data on the currency transactions of institutional fund managers, this paper shows that funds that experience high returns on their currency holdings also incur lower transaction costs on their currency trades. This finding holds both in the cross section, i.e. funds that
โฆ LIBER โฆ
Intra-day seasonality in foreign exchange market transactions
โ Scribed by John Cotter; Kevin Dowd
- Book ID
- 113664357
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 424 KB
- Volume
- 19
- Category
- Article
- ISSN
- 1059-0560
No coin nor oath required. For personal study only.
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