Long Chen

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

406

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Do Top Trading Banks in Foreign Exchange Business Know More?

Number of pages: 34 Posted: 27 Feb 2007 Last Revised: 02 Jan 2008
Kate Phylaktis and Long Chen
City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 132 (218,399)

Abstract:

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Market Microstructure, Foreign Exchange Markets, Macroeconomic News Announcements, Price Discovery, Information Shares

2.

Macroeconomic Announcements and Private Information in the Foreign Exchange Market

Cass Business School Research Paper
Number of pages: 29 Posted: 07 Mar 2005
Kate Phylaktis and Long Chen
City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 106 (256,517)

Abstract:

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Market microstructure, foreign exchange rates, foreign exchange markets, macroeconomic news announcements

3.

Asymmetric Linkages between High-Frequency Dem/USD and GBP/USD Exchange Rates

Number of pages: 42 Posted: 28 Nov 2007
Long Chen and Kate Phylaktis
City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 95 (276,160)
Citation 1

Abstract:

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Exchange rate volatility linkages, High Frequency data, Exchange rates

4.

Price Discovery in Foreign Exchange Markets: A Comparison of Indicative and Actual Transaction Prices

Number of pages: 1 Posted: 12 Nov 2008
Long Chen and Kate Phylaktis
City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 73 (324,141)
Citation 3

Abstract:

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Exchange rates, Foreign Exchange market microstructure, High frequency data, Order flow, Indicative data

5.

Asymmetric Information, Price Discovery and Macroeconomic Announcements in FX Market: Do Top Trading Banks Know More?

Posted: 09 Jul 2008
Long Chen and Kate Phylaktis
City University London - Sir John Cass Business School and City University London - Sir John Cass Business School

Abstract:

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Market Microstructure, Foreign Exchange Markets, Macroeconomic News Announcements, Price Discovery, Information Shares