Understanding Order Flow
收藏NBER2005-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11748
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资源简介：
This paper develops a model for understanding end-user order flow in the FX market. The model addresses several puzzling findings. First, the estimated price-impact of flow from different end-user segments is, dollar-for-dollar, quite different. Second, order flow from segments traditionally thought
提供机构：
美国国家经济研究局
创建时间：
2005-11-01
