Microstructure effects, bid–ask spreads and volatility in the spot foreign exchange market pre and post-EMU
Year of publication: |
2006
|
---|---|
Authors: | Mcgroarty, Frank ; ap Gwilym, Owain ; Thomas, Stephen |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 11172435. - Vol. 17.2006, 1, p. 23-49
|
Saved in:
Saved in favorites
Similar items by person
-
McGroarty, Frank, (2006)
-
Market structure and microstructure, in international interest rate futures markets
McGroarty, Frank, (2010)
-
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading
McGroarty, Frank, (2011)
- More ...