Abstracts - faqs.org

Abstracts

Economics

Search abstracts:
Abstracts » Economics

Tests of microstructural hypotheses in the foreign exchange market

Article Abstract:

Use of a Bayesian model of pricing behavior results in the observation that order flow has a dual influence on prices of foreign exchange in accordance to microstructure theory. Inventory control and assymetric information are the two determinants of price behavior with the former exerting a stronger influence. Foreign exchange dealers are observed to rely heavily on inventory control in their trading activities.

Author: Lyons, Richard K.
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 1995
Inventory control

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Just another day in the inter-bank foreign exchange market

Article Abstract:

Research is presented describing the theory used to determine the highs and lows of inter-bank marketing on a day trading basis and the factors determining such swings in price.

Author: Chakrabarti, Rajesh
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2000
Methods, Foreign exchange, Foreign-exchange brokers, Foreign exchange brokers

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Dealer behavior and trading systems in foreign exchange markets

Article Abstract:

Microstructure method to examine the trading methods of dealers to manage inventory control in foreign exchange markets is presented.

Author: Bjonnes, Geir Hoidal, Rime, Dagfinn
Publisher: Elsevier B.V.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2005
Norway, Functions related to deposit banking, Foreign Exchange Dealers, Commodity Contracts Dealing, Behavior

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Subjects list: Research, Analysis, Foreign exchange market
Similar abstracts:
  • Abstracts: The advantage to hiding one's hand: speculation and central bank intervention in the foreign exchange market. Thrift stock returns and portfolio interest rate sensitivity
  • Abstracts: A model of the term structure of interest rates in an open economy with regime shifts. Who drives real interest rates around the Pacific Rim: the USA or Japan?
  • Abstracts: Effects of antitrust enforcement on aggregate concentration. Wage policy in high inflation countries
  • Abstracts: A forecst of the situation in the agro-industrial complex to the year 2003
  • Abstracts: Takeover motives during the conglomerate merger wave. Post- '87 crash fears in the S&P 500 futures option market
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.
Some parts © 2023 Advameg, Inc.