1.
|
This paper empirically examines how dispersions across investors beliefs influence traders order submission decisions in the foreign exchange market. Previous research ha[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
|
2.
|
Dealers trading in a limit order market must choose both the order aggressiveness and the quantity for their orders. We empirically investigate how dealers jointly make t[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
|
3.
|
Most financial markets allow investors to submit both limit and market orders, but it is not always clear what affects the choice of order type. The authors empirically i[...]
2005 | Text | Staff Working Paper - Document de travail du personnel |
|
4.
|
Differences in market structures may affect the manner in which fundamental information is incorporated into prices. High levels of quote and trade transparency plus subs[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
|
5.
|
Traders using the electronic limit order book in the foreign exchange market can watch the posted price and depth of the best quotes change over the day. The authors use [...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
|