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Informativeness of trade size in foreign exchange markets - MaRDI portal

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Informativeness of trade size in foreign exchange markets (Q1672744)

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scientific article; zbMATH DE number 6934680
Language Label Description Also known as
English
Informativeness of trade size in foreign exchange markets
scientific article; zbMATH DE number 6934680

    Statements

    title
    Informativeness of trade size in foreign exchange markets (English)
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    author
    Nikola Gradojevic
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    Deniz Erdemlioglu
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    Ramazan Gençay
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    publication date
    11 September 2018
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    zbMATH Keywords
    foreign exchange markets
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    volume
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    trade size
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    volatility
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    informed trading
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    noise trading
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    market microstructure
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    Identifiers

    zbMATH DE Number
    6934680
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    OpenAlex ID
    W2553503298
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