International Finance Discussion Papers: The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global ... Exchange Market - Scholar's Choice Edition by Alain P. Chaboud
International Finance Discussion Papers: The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global ... Exchange Market - Scholar's Choice Edition
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Alain P. Chaboud
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International Finance Discussion Papers: The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global ... Exchange Market - Scholar's Choice Edition

Alain P. Chaboud with Federal Reserve Board

46 pages • missing pub info (editions)

nonfiction politics challenging informative reflective medium-paced
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We study the impact that algorithmic trading, computers directly interfacing at high frequency with trading platforms, has had on price discovery and volatility in the foreign exchange market. Our dataset represents a majority of global interdeale...

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