Order Flow and Exchange Rate Dynamics
نویسندگان
چکیده
منابع مشابه
Equity order flow and exchange rate dynamics
Article history: Received 13 November 2011 Received in revised form 28 February 2012 Accepted 1 March 2012 Available online 8 March 2012 This paper contributes to the literature on international portfolio choice in several ways. First, I generalize the model of Dunne et al. (2010) and derive order flow as the result of correlated belief changes by heterogeneous investors. This strategy delivers...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 1999
ISSN: 1556-5068
DOI: 10.2139/ssrn.174888