G - Financial Economics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T14:49:49+00:00Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market
https://www.bankofcanada.ca/2011/03/working-paper-2011-8/
This paper empirically examines how dispersions across investors beliefs influence traders order submission decisions in the foreign exchange market. Previous research has found that dispersion in traders beliefs regarding future macroeconomic announcements has a significant impact on both price dynamics and trading volume before the announcements in the foreign exchange and other financial markets.2011-03-03T08:48:43+00:00enBelief Dispersion and Order Submission Strategies in the Foreign Exchange Market2011-03-03Exchange ratesMarket structure and pricingWorking Paper 2011-8https://www.bankofcanada.ca/wp-content/uploads/2011/03/wp11-8.pdfBelief Dispersion and Order Submission Strategies in the Foreign Exchange MarketIngrid LoStephen SappMarch 2011DD4GG1