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

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

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

Popis výsledku anglicky

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

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

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Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2013

Kód důvěrnosti údajů

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

Název periodika

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

ISSN

1211-8516

e-ISSN

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Svazek periodika

LXI

Číslo periodika v rámci svazku

7

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

7

Strana od-do

2965-2971

Kód UT WoS článku

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EID výsledku v databázi Scopus

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