Commercially available order flow data and exchange rate movements: Caveat emptor

Journal of Money, Credit and Banking

Volumn 40, Issue 4, 2008, Pages 583-625

  Sager, Michael ^a   Taylor, Mark P ^b,c  

^a Wellington Management Company   (United States)

^b UNIVERSITY OF WARWICK   (United Kingdom)

^c CEPR ^*

Author keywords

Forecasting; Foreign exchange market; Microstructure; Order flow

Indexed keywords

EID: 43749115353     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1538-4616.2008.00129.x     Document Type: Article

References (67)