Trading Behavior and Monetary Policy News

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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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Bibliographic Details
Main Author:	Smales, Lee
Format:	Journal Article
Published:	Routledge 2018
Online Access:	http://hdl.handle.net/20.500.11937/61320

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