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https://hdl.handle.net/10419/32187
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lechner, Sandra | en |
dc.contributor.author | Nolte, Ingmar | en |
dc.date.accessioned | 2007-04-26 | - |
dc.date.accessioned | 2010-05-14T12:00:45Z | - |
dc.date.available | 2010-05-14T12:00:45Z | - |
dc.date.issued | 2007 | - |
dc.identifier.pi | urn:nbn:de:bsz:352-opus-32402 | en |
dc.identifier.uri | http://hdl.handle.net/10419/32187 | - |
dc.description.abstract | This paper analyzes the relationship between currency price changes and their expectations. Currency price change expectations are derived with the help of different order flow measures, from the trading behavior of investors on OANDA FXTrade, which is an internet trading platform in the foreign exchange market. We investigate whether forecasts of intra-day price changes on different sampling frequencies can be improved with the information contained in the flow of our investors' orders. Moreover, we verify several hypotheses on the trading behavior and the preference structure of our investors by investigating how past price changes affect future order flow. | en |
dc.language.iso | eng | en |
dc.publisher | |aUniversity of Konstanz, Center of Finance and Econometrics (CoFE) |cKonstanz | en |
dc.relation.ispartofseries | |aCoFE Discussion Paper |x07/03 | en |
dc.subject.jel | G10 | en |
dc.subject.jel | F31 | en |
dc.subject.jel | C32 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Customer Dataset | en |
dc.subject.keyword | Order Flow | en |
dc.subject.keyword | Price Changes | en |
dc.subject.keyword | Foreign Exchange Market | en |
dc.subject.stw | Devisenhandel | en |
dc.subject.stw | Anlageverhalten | en |
dc.subject.stw | Wechselkurs | en |
dc.subject.stw | Erwartungstheorie | en |
dc.subject.stw | Devisenmarkt | en |
dc.subject.stw | Internet | en |
dc.subject.stw | Welt | en |
dc.title | Customer trading in the foreign exchange market empirical evidence from an internet trading platform | - |
dc.type | |aWorking Paper | en |
dc.identifier.ppn | 527907499 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:cofedp:0703 | - |
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