currency order flow and real time macroeconomic information pasquale della corte dagnn rime imperial college london norges bank p dellacorte imperial ac uk dagfinn rime norges bank no lucio sarno ...
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...Currency order flow and real time macroeconomic information pasquale della corte dagnn rime imperial college london norges bank p dellacorte ac uk dagfinn no lucio sarno ilias tsiakas cass business school cepr university of guelph city itsiakas uoguelph ca february acknowledgements the authors are indebted for constructive comments to rui albuquerque philippe bac chetta ekkehart boehmer nicola borri giuseppe de arcangelis martin evans charles jones nengjiu ju michael king robert kosowski moore marco pagano alessandro palandri lasse pedersen tarun ramadorai thomas stolper adrien verdelhan paolo vitale kathy yuan sarah zhang seminar participants at luiss guido carli lugano warwick capital markets corporate finance meetings in kunming central workshop on microstructure financial stavanger conference advances analysis hedge fund strategies finan cial determinants exchange rates rome cfa society masterclass series sire econometrics glasgow rimini economics toronto northern association niaga...