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Keywords: Order flow
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Journal Articles
Journal:
Managerial Finance
Managerial Finance (2021) 47 (12): 1736–1764.
Published: 06 July 2021
...Yacine Hammami; Sabrine Kharrat Purpose The purpose of the paper is to show that order flows determine exchange rate dynamics because they carry information about nonfundamental factors besides macroeconomic fundamentals. Design/methodology/approach To understand the role of nonfundamental...
