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Autor:
Ranaldo, Angelo, Somogyi, Fabricius
Publikováno v:
In Journal of Financial Economics May 2021 140(2):391-411
Autor:
Somogyi, Fabricius
This dissertation consists of three essays that uncover the origins of market frictions and their implications for the functioning of the global foreign exchange (FX) market. The first research paper speaks to the hegemony of the US dollar in FX trad
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_________2::7b212b93547b0e4bd976585b1b492e0b
http://www.alexandria.unisg.ch/267391/
http://www.alexandria.unisg.ch/267391/
We analyse how constraints on dealers’ risk bearing capacity affect market efficiency in the foreign exchange (FX) market. Dealers support market efficiency by accommodating their customers’ trading demands through elastic liquidity provision in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::65e1c4221f2de80000ccbcf2fa64d88a
http://www.alexandria.unisg.ch/264743/
http://www.alexandria.unisg.ch/264743/
Autor:
Ranaldo, Angelo, Somogyi, Fabricius
This Appendix collects all tables and figures related to the paper. The paper studies the information content of trades in the world's largest over-thecounter market, the foreign exchange (FX) market. The results are derived from a comprehensive orde
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_________2::24b161efe73c75d5bd1cfe3a6a37415a
https://www.alexandria.unisg.ch/256157/
https://www.alexandria.unisg.ch/256157/
Autor:
Ranaldo, Angelo, Somogyi, Fabricius
This work studies the information content of trades in the world’s largest over-the-counter(OTC) market, the foreign exchange (FX) market. It analyses a novel, comprehensive order flow dataset, distinguishing amongst different groups of market part
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_________2::15d79f118726e827a04b992c4a02f544
http://www.alexandria.unisg.ch/255140/
http://www.alexandria.unisg.ch/255140/