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JPM Research Looks into FX Trading Behaviour Around Events
Inaugural financial markets research from the JP Morgan Chase Institute studies trading behaviour around three major market events, and while the findings will not come as a surprise to most FX market participants – active traders were much more involved in the market than passive investors or corporate hedgers – they should prove useful to central banks as they come to terms with a changing market structure. The research, FX Markets Move on Surprise News, was written by Diana Farrell, Kanav Bhagat and Chen Zhao at the Institute and looks at three specific surprise events, the Swiss National Bank’s decision to remove the EUR/CHF floor in January 2015, the Brexit vote in June 2016 and the 2016 US presidential election.

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