Edward Howorka

EBS Group Limited

10 Paternoster Square

London EC4M 7DY

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 34,596

SSRN RANKINGS

Top 34,596

in Total Papers Downloads

1,440

SSRN CITATIONS
Rank 16,656

SSRN RANKINGS

Top 16,656

in Total Papers Citations

30

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
Federal Reserve Board - Division of International Finance, Purdue University - Department of Management, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 639 (44,692)
Citation 31

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, Federal Reserve Board - Division of International Finance, Purdue University - Department of Management, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 276 (120,975)
Citation 31

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, Federal Reserve Board - Division of International Finance, University of Gothenburg - Centre for Finance and EBS Group Limited
Downloads 238 (140,763)
Citation 11

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
Federal Reserve Board, Phatra Securities and EBS Group Limited
Downloads 165 (196,931)
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
Federal Reserve Board, EBS Group Limited and Phatra Securities
Downloads 122 (251,003)
Citation 2

Abstract:

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