Fabricius Somogyi

University of St. Gallen

Research Associate

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

267

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Ideas:
“  International Finance, FX Asset Pricing.  ”

Scholarly Papers (2)

1.

Heterogeneous Information Content of Global FX Trading

University of St.Gallen, School of Finance Research Paper No. 2018/20
Number of pages: 60 Posted: 16 Oct 2018 Last Revised: 19 Apr 2019
Angelo Ranaldo and Fabricius Somogyi
University of St. Gallen and University of St. Gallen
Downloads 237 (130,235)

Abstract:

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Asymmetric information, Currency portfolios, Heterogeneity, Order flow, OTC, Price discovery

2.

Online Appendix to 'Heterogeneous Information Content of Global FX Trading'

Number of pages: 74 Posted: 18 Dec 2018 Last Revised: 19 Apr 2019
Angelo Ranaldo and Fabricius Somogyi
University of St. Gallen and University of St. Gallen
Downloads 30 (471,770)

Abstract:

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Asymmetric information, Currency portfolios, Heterogeneity, Order flow, OTC, Price discovery