Stop-loss orders and price cascades in currency markets

Journal of International Money and Finance

Volumn 24, Issue 2, 2005, Pages 219-241

  Osler, Carol L ^a  

^a BRANDEIS UNIVERSITY   (United States)

Author keywords

Currency market; Exchange rates; High frequency; Information; Microstructure; Order flow; Stop loss

Indexed keywords

EID: 13944284262     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2004.12.002     Document Type: Article

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