Work in Progress

"Judgment Day: algorithmic trading around the Swiss franc cap removal" (with L. Chen, A. Ranaldo and N, Vause) Bank of England Working Paper

"The Currency that came in from the Cold: Capital Controls and the Information Content of Order Flow" (with Thorarinn Petursson and Paolo Vitale) Central Bank of Iceland Working Paper

"The currency impact of re-balancing flows" (with A. Calef and M.Chui)

"Disguising Speculative Capital Flows " (with A. Calef and M. Chui)