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http://hdl.handle.net/10419/32187
  

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dc.contributor.authorLechner, Sandraen_US
dc.contributor.authorNolte, Ingmaren_US
dc.date.accessioned2007-04-26en_US
dc.date.accessioned2010-05-14T12:00:45Z-
dc.date.available2010-05-14T12:00:45Z-
dc.date.issued2007en_US
dc.identifier.piurn:nbn:de:bsz:352-opus-32402-
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_US
dc.language.isoengen_US
dc.publisherCoFE Konstanzen_US
dc.relation.ispartofseriesDiscussion paper series // Zentrum für Finanzen und Ökonometrie, Universität Konstanz 2007,03en_US
dc.subject.jelG10en_US
dc.subject.jelF31en_US
dc.subject.jelC32en_US
dc.subject.ddc330en_US
dc.subject.keywordCustomer Dataseten_US
dc.subject.keywordOrder Flowen_US
dc.subject.keywordPrice Changesen_US
dc.subject.keywordForeign Exchange Marketen_US
dc.subject.stwDevisenhandelen_US
dc.subject.stwAnlageverhaltenen_US
dc.subject.stwWechselkursen_US
dc.subject.stwErwartungstheorieen_US
dc.subject.stwDevisenmarkten_US
dc.subject.stwInterneten_US
dc.subject.stwWelten_US
dc.titleCustomer trading in the foreign exchange market empirical evidence from an internet trading platformen_US
dc.typeWorking Paperen_US
dc.identifier.ppn527907499en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
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