Concepedia
Statistics
Publications
4
Citations
796
H-Index
Active since
2009
Affiliations
Federal Reserve(Current)
Federal Reserve Board of Governors
Benjamin Chiquoine is an author at Federal Reserve specializing in business, finance, and asset pricing.
Top concepts
FinanceBusinessTradeEconomicsAsset PricingGlobal FinanceAlgorithmic TradingFinancial EconomicsHigh-frequency TradingStatistics
Publications per year
2009–2014
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson et al. · The Journal of Finance · 2014 · 625 citations
Trade, Long Time Series, Market Microstructure +16
Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson et al. · International Finance Discussion Paper · 2009 · 108 citations · Full text
Economics, International Finance, High-frequency Trading +12
Jackknifing stock return predictions
Benjamin Chiquoine, Erik Hjalmarsson · Journal of Empirical Finance · 2009 · 34 citations
Economic Forecasting, Stock Return Predictions, Predictive Analytics +6
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson et al. · Journal of Empirical Finance · 2009 · 29 citations
Volatility Modeling, Integrated Volatility, Financial Economics +8
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