Ingrid Lo - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T01:59:58+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 2011DD4GG1Private Information Flow and Price Discovery in the U.S. Treasury Market
https://www.bankofcanada.ca/2011/02/working-paper-2011-5/
Existing studies show that U.S. Treasury bond price changes are mainly driven by public information shocks, as manifested in macroeconomic news announcements and events. The literature also shows that heterogeneous private information contributes significantly to price discovery for U.S. Treasury securities.2011-02-17T08:11:31+00:00enPrivate Information Flow and Price Discovery in the U.S. Treasury Market2011-02-17Financial marketsMarket structure and pricingWorking Paper 2011-5https://www.bankofcanada.ca/wp-content/uploads/2011/02/wp11-5.pdfPrivate Information Flow and Price Discovery in the U.S. Treasury MarketGeorge JiangIngrid LoFebruary 2011GG1G12G14