cerrato, mario; Sarantis, Nicholas; Saunders, Alex - Department of Economics, Adam Smith Business School - 2009
1
AN INVESTIGATION OF CUSTOMER ORDER FLOW
IN THE FOREIGN EXCHANGE MARKET
Mario Cerrato
12
Department of … contributions.
Firstly, we investigate the extent to which customer order flow can help to explain exchange rate
movements over … in the foreign exchange markets.
Keywords: Customer order flow; exchange rates; microstructure; forecasting
JEL …