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Thomas, Stephen
37
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12
ap Gwilym, Owain
8
McGroarty, Frank
7
Gwilym, Owain ap
6
Gwilym, Owain Ap
5
Seaton, James
5
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4
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3
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3
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Journal of business finance & accounting : JBFA
5
Journal of international financial markets, institutions & money
5
The journal of fixed income
5
The European journal of finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of banking & finance
2
The China business review : the magazine of the US-China Business Council
2
The journal of asset management
2
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Accountancy : the leading magazine of the accounting world
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Annals of public and cooperative economics
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OLC EcoSci
ECONIS (ZBW)
189
RePEc
50
BASE
7
Other ZBW resources
4
USB Cologne (EcoSocSci)
1
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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
Saved in:
2
Microstructure effects, bid–ask spreads and volatility in the spot foreign exchange market pre and post-EMU
Mcgroarty, Frank
;
ap Gwilym, Owain
;
Thomas, Stephen
- In:
Global finance journal
17
(
2006
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10007630933
Saved in:
3
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
Saved in:
4
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading
McGroarty, Frank
;
ap Gwilym, Owain
;
Thomas, Stephen
- In:
The European journal of finance
17
(
2011
)
4
,
pp. 285-307
Persistent link: https://www.econbiz.de/10008894115
Saved in:
5
Style analysis for diversified US equity funds
Mason, Andrew
;
McGroarty, Frank
;
Thomas, Steve
- In:
The journal of asset management
13
(
2012
)
3
,
pp. 170-185
Persistent link: https://www.econbiz.de/10010003958
Saved in:
6
HIGH‐FREQUENCY EXCHANGE‐RATE PREDICTION WITH AN ARTIFICIAL NEURAL NETWORK
Choudhry, Taufiq
;
McGroarty, Frank
;
Peng, Ke
;
Wang, Shiyun
- In:
International journal of intelligent systems in …
19
(
2012
)
3
,
pp. 170-179
Persistent link: https://www.econbiz.de/10010022568
Saved in:
7
Optimal portfolio selection in nonlinear arbitrage spreads
Alsayed, Hamad
;
McGroarty, Frank
- In:
The European journal of finance
19
(
2013
)
3
,
pp. 206-227
Persistent link: https://www.econbiz.de/10010107832
Saved in:
8
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
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9
High-frequency exchange-rate prediction with an artificial neural network
Choudhry, Taufiq
;
McGroarty, Frank
;
Peng, Ke
;
Wang, Shiyun
- In:
Intelligent systems in accounting finance and …
19
(
2012
)
3
,
pp. 170-178
Persistent link: https://www.econbiz.de/10010048269
Saved in:
10
The Intraday Behavior of European Bond Futures
Gwilym, Owain ap
;
Buckle, Mike
;
Foord, Tim
;
Thomas, Stephen
- In:
The journal of fixed income
6
(
1996
)
2
,
pp. 49-66
Persistent link: https://www.econbiz.de/10007323380
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