Trading too expensively in the FX market?

Milla Siikanen; Ulrich Nögel; Juho Kanniainen

doi:10.1080/14697688.2019.1615633

Trading too expensively in the FX market?

Milla Siikanen, Ulrich Nögel, Juho Kanniainen

Tutkimustuotos: Artikkeli › Scientific › vertaisarvioitu

Abstrakti

Our findings on FX aggregators indicate that most of the traders could—at least in theory—reduce the average spread by more than half with the optimal combination of streams, and a trader could save significantly, even up to 0.18 basis points in USD per EUR traded.

Alkuperäiskieli	Englanti
Julkaisu	Quantitative Finance
DOI - pysyväislinkit	https://doi.org/10.1080/14697688.2019.1615633
Tila	Julkaistu - 2019
OKM-julkaisutyyppi	A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä

Julkaisufoorumi-taso

Jufo-taso 1

!!ASJC Scopus subject areas

Finance
Economics, Econometrics and Finance(all)

Pääsy asiakirjaan

10.1080/14697688.2019.1615633

Siteeraa tätä

@article{f349ad8ab6ca4139a02928a393e55b17,

title = "Trading too expensively in the FX market?",

abstract = "Our findings on FX aggregators indicate that most of the traders could—at least in theory—reduce the average spread by more than half with the optimal combination of streams, and a trader could save significantly, even up to 0.18 basis points in USD per EUR traded.",

author = "Milla Siikanen and Ulrich N{\"o}gel and Juho Kanniainen",

year = "2019",

doi = "10.1080/14697688.2019.1615633",

language = "English",