10 Paternoster Square
London EC4M 7DY
United Kingdom
EBS Group Limited
SSRN RANKINGS
in Total Papers Citations
Foreign exchange, trading volume, news announcements, high-frequency data, conditional mean, conditional volatility
order flow, foreign exchange, high-frequency data, news announcements
Volatility persistence, news sensitivity, exchange rates, long memory
Exchange rate, volatility, trading volume, high-frequency data
exchange rate, volatility, trading activity, trading volume, order flow, high-frequency data