0 antall prosjekter

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...

Tildelt: kr 0,80 mill.

Prosjektperiode: 2014-2017

Sted: 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...

Tildelt: kr 1,3 mill.

Prosjektperiode: 2004-2006

Sted: Oslo