Matches in SemOpenAlex for { <https://semopenalex.org/work/W4200525711> ?p ?o ?g. }
- W4200525711 endingPage "106372" @default.
- W4200525711 startingPage "106372" @default.
- W4200525711 abstract "This paper studies informed trading about U.S. payrolls in the foreign exchange (FX) futures market. I find that speculators such as hedge funds are more likely to be sellers than buyers of FX futures ahead of good U.S. payroll news and thus appear to have earned significant gains around payroll announcements. In contrast, hedgers—in particular, dealers—appear to have provided liquidity to speculators. I show that mimicking speculators’ FX exposures around payroll announcements can add a large economic gain to various reference portfolios. My analysis also uncovers that information in FX trading is long-lived and differs along the U.S. business cycle." @default.
- W4200525711 created "2021-12-31" @default.
- W4200525711 creator A5006292049 @default.
- W4200525711 date "2021-12-01" @default.
- W4200525711 modified "2023-09-27" @default.
- W4200525711 title "Informed Trading in Foreign Exchange Futures: Payroll News Timing" @default.
- W4200525711 cites W1572930125 @default.
- W4200525711 cites W1816654404 @default.
- W4200525711 cites W1873320991 @default.
- W4200525711 cites W1981465881 @default.
- W4200525711 cites W1984352157 @default.
- W4200525711 cites W2002115391 @default.
- W4200525711 cites W2008137136 @default.
- W4200525711 cites W2021854157 @default.
- W4200525711 cites W2035552616 @default.
- W4200525711 cites W2038845560 @default.
- W4200525711 cites W2039352825 @default.
- W4200525711 cites W2050031929 @default.
- W4200525711 cites W2101421357 @default.
- W4200525711 cites W2101620928 @default.
- W4200525711 cites W2109810483 @default.
- W4200525711 cites W2117178635 @default.
- W4200525711 cites W2119573044 @default.
- W4200525711 cites W2136241359 @default.
- W4200525711 cites W2140945868 @default.
- W4200525711 cites W2156361014 @default.
- W4200525711 cites W2157764735 @default.
- W4200525711 cites W2334630776 @default.
- W4200525711 cites W2738776643 @default.
- W4200525711 cites W2741371467 @default.
- W4200525711 cites W2774227199 @default.
- W4200525711 cites W2885028637 @default.
- W4200525711 cites W3093578674 @default.
- W4200525711 cites W3121423745 @default.
- W4200525711 cites W3121539549 @default.
- W4200525711 cites W3122069775 @default.
- W4200525711 cites W3122420451 @default.
- W4200525711 cites W3122997665 @default.
- W4200525711 cites W3123217382 @default.
- W4200525711 cites W3123373742 @default.
- W4200525711 cites W3123518036 @default.
- W4200525711 cites W3123637206 @default.
- W4200525711 cites W3123713399 @default.
- W4200525711 cites W3123777129 @default.
- W4200525711 cites W3123846085 @default.
- W4200525711 cites W3124174076 @default.
- W4200525711 cites W3124485385 @default.
- W4200525711 cites W3124760153 @default.
- W4200525711 cites W3124824127 @default.
- W4200525711 cites W3124927501 @default.
- W4200525711 cites W3125428948 @default.
- W4200525711 cites W3125450761 @default.
- W4200525711 cites W3125758534 @default.
- W4200525711 cites W3125950889 @default.
- W4200525711 cites W3126121421 @default.
- W4200525711 cites W3206226288 @default.
- W4200525711 cites W4247454715 @default.
- W4200525711 cites W4292671038 @default.
- W4200525711 doi "https://doi.org/10.1016/j.jbankfin.2021.106372" @default.
- W4200525711 hasPublicationYear "2021" @default.
- W4200525711 type Work @default.
- W4200525711 citedByCount "0" @default.
- W4200525711 crossrefType "journal-article" @default.
- W4200525711 hasAuthorship W4200525711A5006292049 @default.
- W4200525711 hasConcept C10138342 @default.
- W4200525711 hasConcept C106159729 @default.
- W4200525711 hasConcept C106306483 @default.
- W4200525711 hasConcept C121955636 @default.
- W4200525711 hasConcept C144133560 @default.
- W4200525711 hasConcept C162324750 @default.
- W4200525711 hasConcept C183582576 @default.
- W4200525711 hasConcept C2778873167 @default.
- W4200525711 hasConcept C2983132609 @default.
- W4200525711 hasConcept C2983622608 @default.
- W4200525711 hasConcept C47941915 @default.
- W4200525711 hasConcept C556758197 @default.
- W4200525711 hasConceptScore W4200525711C10138342 @default.
- W4200525711 hasConceptScore W4200525711C106159729 @default.
- W4200525711 hasConceptScore W4200525711C106306483 @default.
- W4200525711 hasConceptScore W4200525711C121955636 @default.
- W4200525711 hasConceptScore W4200525711C144133560 @default.
- W4200525711 hasConceptScore W4200525711C162324750 @default.
- W4200525711 hasConceptScore W4200525711C183582576 @default.
- W4200525711 hasConceptScore W4200525711C2778873167 @default.
- W4200525711 hasConceptScore W4200525711C2983132609 @default.
- W4200525711 hasConceptScore W4200525711C2983622608 @default.
- W4200525711 hasConceptScore W4200525711C47941915 @default.
- W4200525711 hasConceptScore W4200525711C556758197 @default.
- W4200525711 hasLocation W42005257111 @default.
- W4200525711 hasOpenAccess W4200525711 @default.
- W4200525711 hasPrimaryLocation W42005257111 @default.
- W4200525711 hasRelatedWork W2040775363 @default.
- W4200525711 hasRelatedWork W2082608118 @default.
- W4200525711 hasRelatedWork W2103487527 @default.
- W4200525711 hasRelatedWork W2113615856 @default.
- W4200525711 hasRelatedWork W2903410713 @default.
- W4200525711 hasRelatedWork W2966757345 @default.
- W4200525711 hasRelatedWork W3124352473 @default.