Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/32187 
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dc.contributor.authorLechner, Sandraen
dc.contributor.authorNolte, Ingmaren
dc.date.accessioned2007-04-26-
dc.date.accessioned2010-05-14T12:00:45Z-
dc.date.available2010-05-14T12:00:45Z-
dc.date.issued2007-
dc.identifier.piurn:nbn:de:bsz:352-opus-32402en
dc.identifier.urihttp://hdl.handle.net/10419/32187-
dc.description.abstractThis paper analyzes the relationship between currency price changes and their expectations. Currency price change expectations are derived with the help of different order flow measures, from the trading behavior of investors on OANDA FXTrade, which is an internet trading platform in the foreign exchange market. We investigate whether forecasts of intra-day price changes on different sampling frequencies can be improved with the information contained in the flow of our investors' orders. Moreover, we verify several hypotheses on the trading behavior and the preference structure of our investors by investigating how past price changes affect future order flow.en
dc.language.isoengen
dc.publisher|aUniversity of Konstanz, Center of Finance and Econometrics (CoFE) |cKonstanzen
dc.relation.ispartofseries|aCoFE Discussion Paper |x07/03en
dc.subject.jelG10en
dc.subject.jelF31en
dc.subject.jelC32en
dc.subject.ddc330en
dc.subject.keywordCustomer Dataseten
dc.subject.keywordOrder Flowen
dc.subject.keywordPrice Changesen
dc.subject.keywordForeign Exchange Marketen
dc.subject.stwDevisenhandelen
dc.subject.stwAnlageverhaltenen
dc.subject.stwWechselkursen
dc.subject.stwErwartungstheorieen
dc.subject.stwDevisenmarkten
dc.subject.stwInterneten
dc.subject.stwWelten
dc.titleCustomer trading in the foreign exchange market empirical evidence from an internet trading platform-
dc.type|aWorking Paperen
dc.identifier.ppn527907499en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:cofedp:0703-

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