Understanding Order Flow

Martin Evans and Richard K. Lyons

Chapter 13 in Studies in Foreign Exchange Economics, 2017, pp 507-546 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionModelEmpirical AnalysisConclusionAcknowledgementsAppendixReferences

Keywords: Exchange Rates; Foreign Currency; Microstructure (search for similar items in EconPapers)
JEL-codes: F31 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (7)

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Related works:
Journal Article: Understanding order flow (2006)
Working Paper: Understanding Order Flow (2005)
Working Paper: Understanding Order Flow (2005)
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