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Alain Chaboud · Study

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Alain Chaboud

17 works· latest 2023· 2 institutionscluster: provisionalORCID 0000-0001-5920-9755

h-index16

i1017

Citations1,693

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Most cited in this library

Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market2014 · 606 citations
Order flow and exchange rate dynamics in electronic brokerage system data2007 · 150 citations
Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data2005 · 114 citations
Uncovered interest parity: it works, but not for long2004 · 107 citations
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market2009 · 106 citations

Works

17 shown

The foreign exchange market

Edward Elgar Publishing eBooks·2023·3 authors·chapter·Open access

29citations

The evolution of price discovery in an electronic market

Journal of Banking & Finance·2021·3 authors·Open access

28citations

Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

The Journal of Finance·2014·4 authors·Open access

606citations

Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

International Finance Discussion Paper·2009·4 authors·Open access

106citations

What drives volatility persistence in the foreign exchange market?☆

Journal of Financial Economics·2009·2 authors·Open access

98citations

Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

SSRN Electronic Journal

·2009

·4 authors

·preprint

·Open access

85citations

Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data

Journal of the European Economic Association·2008·3 authors

33citations

Order flow and exchange rate dynamics in electronic brokerage system data

Journal of International Economics·2007·4 authors

150citations

What Can the Data Tell Us about Carry Trades in Japanese Yen?

International Finance Discussion Paper·2007·2 authors·Open access

78citations

Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data

SSRN Electronic Journal·2005·6 authors·preprint·Open access

114citations

An Assessment of the Impact of Japanese Foreign Exchange Intervention: 1991-2004

International Finance Discussion Paper·2005·2 authors·Open access

53citations

Uncovered interest parity: it works, but not for long

Journal of International Economics·2004·2 authors·Open access

107citations

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

International Finance Discussion Paper·2004·6 authors·Open access

69citations

An Analysis of Japanese Foreign Exchange Interventions

Working paper·2003·2 authors·other

16citations

Uncovered Interest Parity: It Works, But Not For Long

International Finance Discussion Paper·2003·2 authors·Open access

19citations

Uncovered Interest Parity: It Works, But Not for Long

SSRN Electronic Journal·2003·2 authors·preprint·Open access

68citations

Foreign‐Exchange Trading Volume and Federal Reserve Intervention

Journal of Futures Markets·2001·2 authors

34citations