Order flow information and spot 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: Journal of International Money and Finance
سال: 2016
ISSN: 0261-5606
DOI: 10.1016/j.jimonfin.2016.06.018