High- Frequency Data and the Effectiveness of the Spot Exchange rate EUR/USD

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60076658%3A12510%2F13%3A43885859" target="_blank" >RIV/60076658:12510/13:43885859 - isvavai.cz</a>

Result on the web

—

DOI - Digital Object Identifier

—

Result language

angličtina

Original language name

High- Frequency Data and the Effectiveness of the Spot Exchange rate EUR/USD

Original language description

The boom of information technology in recent years significantly influenced the development of the financial markets. Financial markets have become accessible to the public, andincreased demand for financial instruments is inevitably reflected in the advanced menu of securities dealers who currently offer a wide variety of investment in the underlying assets and through financial leverage allows investors to profit from tiny price changes of the underlying asset. Shortening of trading period and increasing the frequency of the trades clearly contributes to the growth of profits of securities dealers. The question remains whether this trading method offers the advantage to the investor himself, and whether the investor is able to take advantage of potential market inefficiencies to achieve above-average profits in the short term period. Therefore, this article analyzes the behavior of the spot exchange rate EUR/USD within a day, and through statistical tests examining the validity of th

Czech name

—

Czech description

—

Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

AH - Economics

OECD FORD branch

—

Project

—

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2013

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

ISSN

1211-8516

e-ISSN

—

Volume of the periodical

LXI

Issue of the periodical within the volume

7

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

7

Pages from-to

2965-2971

UT code for WoS article

—

EID of the result in the Scopus database

—