| Rise of the machines: Algorithmic trading in the foreign exchange market AP Chaboud, B Chiquoine, E Hjalmarsson, C Vega The Journal of Finance 69 (5), 2045-2084, 2014 | 850 | 2014 |
| Order flow and exchange rate dynamics in electronic brokerage system data DW Berger, AP Chaboud, SV Chernenko, E Howorka, JH Wright Journal of international Economics 75 (1), 93-109, 2008 | 277 | 2008 |
| Order flow and exchange rate dynamics in electronic brokerage system data DW Berger, AP Chaboud, SV Chernenko, E Howorka, JH Wright Journal of international Economics 75 (1), 93-109, 2008 | 277 | 2008 |
| Uncovered interest parity: it works, but not for long AP Chaboud, JH Wright Journal of international economics 66 (2), 349-362, 2005 | 249 | 2005 |
| Uncovered interest parity: it works, but not for long AP Chaboud, JH Wright Journal of international economics 66 (2), 349-362, 2005 | 249 | 2005 |
| What can the data tell us about carry trades in Japanese yen? J Gagnon, A Chaboud FRB International Finance Discussion Paper, 2007 | 166 | 2007 |
| What drives volatility persistence in the foreign exchange market? D Berger, A Chaboud, E Hjalmarsson Journal of Financial Economics 94 (2), 192-213, 2009 | 125 | 2009 |
| The high-frequency effects of US macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market A Chaboud, S Chernenko, E Howorka, RSK Iyer, D Liu, JH Wright Available at SSRN 625181, 2004 | 91 | 2004 |
| An assessment of the impact of japanese foreign exchange intervention: 1991-2004 A Chaboud, O Humpage FRB International Finance discussion paper, 03-09, 2005 | 66 | 2005 |
| Foreign‐Exchange Trading Volume and Federal Reserve Intervention A Chaboud, B LeBaron Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2001 | 56 | 2001 |
| Trading activity and macroeconomic announcements in high-frequency exchange rate data AP Chaboud, SV Chernenko, JH Wright Journal of the European Economic Association 6 (2-3), 589-596, 2008 | 50 | 2008 |
| Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets AP Chaboud, B Chiquoine, E Hjalmarsson, M Loretan Journal of Empirical Finance 17 (2), 212-240, 2010 | 34 | 2010 |
| Foreign exchange markets in the 1990s: intraday market volatility and the growth of electronic trading A Chaboud, S Weinberg BIS Papers 12, 138-147, 2002 | 25 | 2002 |
| Trading activity and exchange rates in high-frequency EBS data A Chaboud, S Chernenko, JH Wright FRB International Finance Discussion Paper, 2007 | 24 | 2007 |
| Trading activity and exchange rates in high-frequency EBS data A Chaboud, S Chernenko, JH Wright FRB International Finance Discussion Paper, 2007 | 24 | 2007 |
| An analysis of Japanese foreign exchange interventions AP Chaboud, OF Humpage Federal Reserve Bank of Cleveland Working Paper, 2003 | 17 | 2003 |
| The evolution of price discovery in an electronic market A Chaboud, E Hjalmarsson, F Zikes Journal of Banking & Finance 130, 106171, 2021 | 13 | 2021 |
| The foreign exchange market A Chaboud, D Rime, V Sushko The Research Handbook of Financial Markets, edited by Refet Gürkaynak and …, 2022 | 4 | 2022 |
| What makes HFTs tick AP Chaboud, A Dao, C Vega Working paper, Federal Reserve Board of Govenors, 2020 | 4* | 2020 |
| The need for speed: Minimum quote life rules and algorithmic trading A Chaboud, E Hjalmarsson, C Vega Work. Pap., Fed. Reserve Board, Washington, DC, 2015 | 4 | 2015 |
