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Stop-loss orders and price cascades in currency markets

Article ID Journal Published Year Pages File Type
10477712 Journal of International Money and Finance 2005 23 Pages PDF
Abstract
The paper also provides evidence that exchange rates respond to non-informative order flow.
Keywords
InformationCurrency marketStop-lossOrder flowMicrostructurehigh frequencyExchange rates
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Stop-loss orders and price cascades in currency markets
Authors
Carol L. Osler,
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Journal
Journal of International Money and Finance
Journal: Journal of International Money and Finance
Related Categories
Information
Currency market
Stop-loss
Order flow
Microstructure
high frequency
Exchange rates
Economics and Econometrics
Economics, Econometrics and Finance (General)
Finance
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