Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Alexis Stenfors"'
Publikováno v:
Journal of Economic Issues. 56:348-355
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8cf5d5dda137c0334ee9142e53816604
https://doi.org/10.1080/00213624.2022.2050149
https://doi.org/10.1080/00213624.2022.2050149
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::028d5a1987400c1fe3564eccd583d341
https://doi.org/10.2139/ssrn.4337422
https://doi.org/10.2139/ssrn.4337422
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 83:101735
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2db2375bebac6264ae16f4908516eb2a
https://doi.org/10.1016/j.intfin.2023.101735
https://doi.org/10.1016/j.intfin.2023.101735
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 81:101658
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6e65e8b8b17902c472966a874ef54c45
https://doi.org/10.1016/j.intfin.2022.101658
https://doi.org/10.1016/j.intfin.2022.101658
Autor:
Alexis Stenfors, Masayuki Susai
Publikováno v:
Stenfors, A & Susai, M 2019, ' Liquidity withdrawal in the FX spot market: a cross-country study using high-frequency data ', Journal of International Financial Markets, Institutions and Money, vol. 59, pp. 36-57 . https://doi.org/10.1016/j.intfin.2018.11.010
This paper studies short-term liquidity withdrawal in the FX spot market for eight currency pairs. We include over 3 million limit order submissions, worth more than $5 trillion, and investigate the drivers of two different measures of volume-based l
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6816b27e37e2e52664f1b4f6575af843
https://doi.org/10.1016/j.intfin.2018.11.010
https://doi.org/10.1016/j.intfin.2018.11.010
Autor:
Alexis Stenfors, Masayuki Susai
Publikováno v:
Stenfors, A & Susai, M 2021 ' Stealth trading in FX markets ' Working Papers in Economics and Finance, University of Portsmouth . < http://repec.port.ac.uk/EconFinance/PBSEconFin_2021_02.pdf >
University of Portsmouth
University of Portsmouth
We investigate if and how other traders react to algorithmic order-splitting tactics. Studying over 1.4 million limit orders in the EUR/USD foreign exchange (FX) spot market, we find that stealth-trading strategies adopted by algorithmic traders seem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b32d3626a7f96a430885e6a39f4c0b75
https://researchportal.port.ac.uk/ws/files/26754191/PBSEconFin_2021_02.pdf
https://researchportal.port.ac.uk/ws/files/26754191/PBSEconFin_2021_02.pdf
Autor:
Alexis, Stenfors, Masayuki, Susai
Publikováno v:
Journal of Economic Issues (Taylor & Francis Ltd). Jun2018, Vol. 52 Issue 2, p387-395. 9p. 3 Charts.