Edward Howorka

EBS Group Limited

10 Paternoster Square

London EC4M 7DY

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 39,125

SSRN RANKINGS

Top 39,125

in Total Papers Downloads

1,473

SSRN CITATIONS
Rank 17,008

SSRN RANKINGS

Top 17,008

in Total Papers Citations

36

CROSSREF CITATIONS

29

Scholarly Papers (5)

1.

The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange Market

Number of pages: 42 Posted: 01 Dec 2004
Board of Governors of the Federal Reserve System, Purdue University - Department of Management, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 650 (49,942)
Citation 30

Abstract:

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Foreign exchange, trading volume, news announcements, high-frequency data, conditional mean, conditional volatility

2.

Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data

FRB International Finance Discussion Paper No. 830
Number of pages: 35 Posted: 25 Apr 2005
U.S. Board of Governors of the Federal Reserve System - Division of International Finance, Board of Governors of the Federal Reserve System, Purdue University - Department of Management, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 282 (133,451)
Citation 33

Abstract:

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order flow, foreign exchange, high-frequency data, news announcements

3.

What Drives Volatility Persistence in the Foreign Exchange Market?

FRB International Finance Discussion Paper No. 862
Number of pages: 56 Posted: 07 Jun 2006
U.S. Board of Governors of the Federal Reserve System - Division of International Finance, Board of Governors of the Federal Reserve System, University of Gothenburg - Centre for Finance and EBS Group Limited
Downloads 248 (152,037)
Citation 12

Abstract:

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Volatility persistence, news sensitivity, exchange rates, long memory

4.

Transmission of Volatility and Trading Activity in the Global Interdealer Foreign Exchange Market: Evidence from Electronic Broking Services (Ebs) Data

FEDS Working Paper No. 863
Number of pages: 39 Posted: 27 Jun 2006
Fang Cai, Jon Wongswan and Edward Howorka
Board of Governors of the Federal Reserve System, Phatra Securities and EBS Group Limited
Downloads 168 (217,355)
Citation 1

Abstract:

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Exchange rate, volatility, trading volume, high-frequency data

5.

Informational Linkages Across Trading Regions: Evidence from Foreign Exchange Markets

Number of pages: 47 Posted: 08 Mar 2007
Fang Cai, Edward Howorka and Jon Wongswan
Board of Governors of the Federal Reserve System, EBS Group Limited and Phatra Securities
Downloads 125 (275,517)
Citation 2

Abstract:

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exchange rate, volatility, trading activity, trading volume, order flow, high-frequency data