Research Article
Exchange Rate Determination and Forecasting: Can the Microstructure Approach Rescue Us from the Exchange Rate Disparity?
Table 1
Order flow descriptive statistics at different horizons.
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This table reports some summary statistics for order flow, measured in millions of dollars, at 5-minute frequency, and aggregated to 10-minute, 15-minute, 20-minute, 25-minute, and 30-minute frequencies. |