An investigation of customer order flow in the foreign exchange market
This paper examines the effect that heterogeneous customer orders flows have on exchange rates by using a new propreitary dataset of weekly net order flow segmented by customer type across nine of the most liquid currency pairs. We make three contributions. First, we investigate the extent to which...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Centre for International Capital Markets, London Metropolitan University
2009
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| Subjects: | |
| Online Access: | https://repository.londonmet.ac.uk/439/1/CentreForInternationalCapitalMarketsDiscussionPapers_2009-11_p01-32.pdf |