Narrow search
Showing 1 - 10 of 13
Cover Image
The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: Journal of international financial markets, … 19 (2009) 2, pp. 387-401
Persistent link: https://www.econbiz.de/10003800028
Cover Image
The role of private information in return volatility, bid–ask spreads and price levels in the foreign exchange market
Mcgroarty, Frank; ap Gwilym, Owain; Thomas, Stephen - In: Journal of international financial markets, … 19 (2009) 2, pp. 387-401
Persistent link: https://www.econbiz.de/10008162914
Cover Image
The role of private information in return volatility, bid–ask spreads and price levels in the foreign exchange market
McGroarty, Frank; ap Gwilym, Owain; Thomas, Stephen - In: Journal of international financial markets, … 19 (2009) 2, pp. 387-402
Persistent link: https://www.econbiz.de/10008878736
Cover Image
Payment prioritisation and liquidity risk in collateralised interbank payment systems
Caux, Robert de; Brede, Markus; McGroarty, Frank - In: Journal of international financial markets, … 41 (2016), pp. 139-150
Persistent link: https://www.econbiz.de/10011475954
Cover Image
Arbitrage and the law of one price in the market for American depository receipts
Alsayed, Hamad; McGroarty, Frank - In: Journal of international financial markets, … 22 (2012) 5, pp. 1258-1276
Persistent link: https://www.econbiz.de/10010220201
Cover Image
The Brexit vote and currency markets
Thong Minh Dao; McGroarty, Frank; Urquhart, Andrew - In: Journal of international financial markets, … 59 (2019), pp. 153-164
Persistent link: https://www.econbiz.de/10012127891
Cover Image
Stock-ADR arbitrage : microstructure risk
Mitra, Sovan; Chinthalapati, V. L. Raju; Clark, Ephraim; … - In: Journal of international financial markets, … 63 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012263282
Cover Image
Does intraday technical trading have predictive power in precious metal markets?
Batten, Jonathan A.; Lucey, Brian M.; McGroarty, Frank; … - In: Journal of international financial markets, … 52 (2018), pp. 102-113
Persistent link: https://www.econbiz.de/10011986199
Cover Image
Arbitrage and the Law of One Price in the market for American depository receipts
Alsayed, Hamad; McGroarty, Frank - In: Journal of international financial markets, … 22 (2012) 5, pp. 1258-1277
Persistent link: https://www.econbiz.de/10010032240
Cover Image
An empirical comparison of quoted and implied bid-ask spreads on futures contracts
Ap Gwilym, Owain; Thomas, Stephen - In: Journal of international financial markets, … 12 (2002) 1, pp. 81-99
Persistent link: https://www.econbiz.de/10001646048