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- W3123672642 abstract "This 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." @default.
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- W3123672642 date "2009-01-01" @default.
- W3123672642 modified "2023-09-27" @default.
- W3123672642 title "Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform" @default.
- W3123672642 hasPublicationYear "2009" @default.
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