Informed trade in spot foreign exchange markets: an empirical investigation
By Richard Payne. 2003
298 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/adeb12ec6518aa085ef189e007d547c70412f05b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
In Economics and Econometrics
- Kwabena Duffuor
- Carol Osler
- Jon Carrick
- I. Marsh
- K. Phylaktis
- Mark P. Taylor
- Lukas Menkhoff
- Kenneth S. Rogoff
In Finance
- Kwabena Duffuor
- Carol Osler
- Jon Carrick
- I. Marsh
- K. Phylaktis
- Mark P. Taylor
- Kenneth S. Rogoff
- Vania Stavrakeva
Citations in the corpus
- STOP-LOSS ORDERS AND PRICE CASCADES IN CURRENCY MARKETS (2002, background): “…rates react to private information about exchange rate fundamentals conveyed by order flow to dealers (Lyons (1995), Evans and Lyons (2001), Payne (2000); Bjonnes and Rime (2000), Rime (2000)).16 If information effects are the only ones active, the average effect of takeprofit orders…”
- Bitcoin as a Complement to Emerging Market Currencies (2016, background): “Payne (2003) suggests that asymmetric information exists in currency markets, and this information gives an edge to informed traders.”
- Arbitrage in the foreign exchange market: Turning on the microscope (2008, unknown): “These studies include, inter alia, Rhee and Chang (1992) and Fletcher and Taylor (1993).”
- ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS (2010, methodology): “The possibility of feedback trading rules was taken into account in Payne (2003) by applying a simple VAR methodology introduced in Hasbrouck (1991). This linear VAR model consists of trades and quote revisions.”