nfr-logonfr-logo
PROJECT BANK
Switch to English
Statistics
Projects

0 projects

Date from new to old

FINANSMARK-Finansmarkedet

FX Market Microstructure: Liquidity and Information in the era of Electronic Trading

This project addresses several questions in the empirical FX market microstructure literature using a highly unique FX data set from a large European bank. The data set covers information about all FX trading by the bank over a period of 68 days in 2012. The data includes information on every si...

Awarded: NOK 0.80 mill.

Project Period: 2014-2017

Location: Oslo

FINANSMARK-Finansmarkedet

Market Microstructure of Financial Markets

The research program "The Market Microstructure of Financial Markets" consists of four empirical projects. The project "Order flows in markets for Norwegian kroner, oil and stocks: How are they interrelated?" analyses how order flows in currency, oil and common stocks are interrelated, and how th...

Awarded: NOK 1.3 mill.

Project Period: 2004-2006

Location: Oslo

1