Publikation:

Customer Trading in the Foreign Exchange Market : Empirical Evidence from an Internet Trading Platform

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dp07_03.pdf
dp07_03.pdfGröße: 465.88 KBDownloads: 579

Datum

2007

Autor:innen

Lechner, Sandra
Nolte, Ingmar

Herausgeber:innen

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http://nbn-resolving.de/urn:nbn:de:bsz:352-opus-32402
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Internationale Patentnummer

Link zur Lizenz
Attribution-NonCommercial-NoDerivs 2.0 Generic

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Open Access-Veröffentlichung
Open Access Green

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Wirtschaftswissenschaften: Publikationen
Core Facility der Universität Konstanz

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Titel in einer weiteren Sprache

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Working Paper/Technical Report
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Published

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Zusammenfassung

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.

Zusammenfassung in einer weiteren Sprache

Fachgebiet (DDC)
330 Wirtschaft

Schlagwörter

Customer Dataset, Order Flow, Price Changes, Foreign Exchange Market

Konferenz

Rezension
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ISO 690LECHNER, Sandra, Ingmar NOLTE, 2007. Customer Trading in the Foreign Exchange Market : Empirical Evidence from an Internet Trading Platform
BibTex
@techreport{Lechner2007Custo-11927,
  year={2007},
  series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie},
  title={Customer Trading in the Foreign Exchange Market : Empirical Evidence from an Internet Trading Platform},
  number={2007/03},
  author={Lechner, Sandra and Nolte, Ingmar}
}
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Interner Vermerk

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