The value of millisecond expiry options in spot foreign exchange markets
نویسندگان
چکیده
منابع مشابه
Timing Foreign Exchange Markets
Priced level, slope, and volatility risk factors recently proposed in the finance literature help explain long-standing puzzles related to the cross-section of carry trade returns. In this paper, we examine whether the information contained in these global factors allows foreign exchange market speculators in individual currencies to successfully time the direction of their carry trades, both w...
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Local Information in Foreign Exchange Markets
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ژورنال
عنوان ژورنال: Journal of Governance and Regulation
سال: 2016
ISSN: 2306-6784,2220-9352
DOI: 10.22495/jgr_v5_i4_p7