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  • An investigation of customer order flow in the foreign exchange market 

    Cerrato, Mario; Sarantis, Nicholas; Saunders, Alex (University of GlasgowLondon Metropolitan UniversityDeutsche Asset Management, USA, 2010)
    This paper examines the effect that heterogeneous customer orders flows have on exchange rates by using a new, and the largest, proprietary dataset of weekly net order flow segmented by customer type across nine of the ...

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