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Exchange rate forecasting, order flow and macroeconomic information. (2007). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
In: Working Paper.
RePEc:bno:worpap:2007_02.

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Cited: 15

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Cites: 36

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  1. Global Macroeconomic Announcements and Foreign Exchange Implied Volatility. (2017). Ishfaq, Muhammad ; Raza, Syed Mehmood ; Bi, Zhang.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-05-14.

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  2. Hedger Behaviour and Its Impact on Order Flow and Exchange Rate on Foreign Exchange Markets. (2015). Skoupil, Lubomir .
    In: Acta Oeconomica Pragensia.
    RePEc:prg:jnlaop:v:2015:y:2015:i:6:id:489:p:3-20.

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  3. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:67470.

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  4. DAILY EXCHANGE RATE DETERMINATION: SHORT-TERM SPECULATION AND LONGERTERM EXPECTATION. (2014). Seddha-Udom, Thanaporn.
    In: Review of Applied Economics.
    RePEc:ags:reapec:264594.

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  5. The market microstructure approach to foreign exchange - Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol .
    In: Working Paper.
    RePEc:bno:worpap:2013_12.

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  6. Market Microstructure and the Profitability of Currency Trading. (2012). Osler, Carol .
    In: Working Papers.
    RePEc:brd:wpaper:48.

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  7. Foreign exchange market structure, players and evolution. (2011). Rime, Dagfinn ; King, Michael ; Osler, Carol .
    In: Working Paper.
    RePEc:bno:worpap:2011_10.

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  8. Micro approaches to foreign exchange determination. (2011). Rime, Dagfinn ; Evans, Martin ; Martin D. D. Evans, .
    In: Working Paper.
    RePEc:bno:worpap:2011_05.

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  9. Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?. (2010). Phylaktis, Kate ; Chen, Long.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:228-246.

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  10. Order flows and the exchange rate disconnect puzzle. (2010). Evans, Martin ; Evans, Martin D. D., .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:80:y:2010:i:1:p:58-71.

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  11. Limit-Order Submission Strategies under Asymmetric Information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3054.

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  12. A Transaction Data Study of the Forward Bias Puzzle. (2010). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: Working Paper.
    RePEc:bno:worpap:2010_26.

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  13. EXPLOITING THE INFORMATION OF STOCK MARKET TO FORECAST EXCHANGE RATE MOVEMENTS. (2009). Kumar, Manish.
    In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice.
    RePEc:aic:journl:y:2009:v:56:p:563-575.

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  14. Order Flows and The Exchange Rate Disconnect Puzzle. (2008). Evans, Martin.
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~08-08-05.

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  15. The dynamic interaction of order flows and the CAD/USD exchange rate. (2008). Neely, Christopher ; Gradojevic, Nikola.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-006.

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