Raj S.K. Iyer

EBS Group Limited

10 Paternoster Square

London EC4M 7DY

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

929

SSRN CITATIONS
Rank 21,041

SSRN RANKINGS

Top 21,041

in Total Papers Citations

22

CROSSREF CITATIONS

25

Scholarly Papers (2)

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 648 (48,282)
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 281 (129,544)
Citation 33

Abstract:

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