Trading Behavior and Monetary Policy News
The author examines the patterns of trading behavior in the period surrounding monetary policy announcements. Utilizing a high-frequency dataset, with broker identifiers enabling classification of trades executed through institutional and retail brokers, the author investigates all trades submitted...
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| Format: | Journal Article |
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Routledge
2018
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| Online Access: | http://hdl.handle.net/20.500.11937/61320 |