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Microstructure effects, bid-as...
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Volatility
Großbritannien
54
United Kingdom
54
Capital income
35
Kapitaleinkommen
35
Theorie
33
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33
Börsenkurs
32
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32
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30
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30
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27
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24
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23
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22
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20
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19
Bid-ask spread
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17
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17
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16
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14
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10
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27
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Ap Gwilym, Owain
15
McGroarty, Frank
8
Thomas, Stephen
8
Smith, Peter N.
6
Clare, Andrew D.
5
Seaton, James
5
Alsakka, Rasha
4
McMillan, David G.
3
Speight, Alan E. H.
3
Tran, Vu
3
Urquhart, Andrew
2
Booth, Ash
1
Buckle, Michael J.
1
Cheang, Chi Wan
1
Chen, XiaoHua
1
Chinthalapati, V. L. Raju
1
Eross, Andrea
1
Gerding, Enrico
1
Hull, Matthew
1
Klusak, Patrycja
1
Lei Meng
1
Ma, Tiejun
1
McGee, Richard J.
1
Morgan, G. S.
1
Olmo, Jose
1
Sung, Ming-chien
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Thong Minh Dao
1
Varas, Jose
1
Verousis, Thanos
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Discussion papers in economics
4
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4
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2
International review of financial analysis
2
Application of operations research to financial markets
1
Centre for Risk Research working papers : CRR
1
Discussion papers in accounting and finance
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Emerging markets review
1
European journal of operational research : EJOR
1
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1
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1
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1
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ECONIS (ZBW)
27
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1
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/10003381769
Saved in:
2
Mircostructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
McGroarty, Frank
;
Ap Gwilym, Owain
;
Thomas, Stephen
-
2004
Persistent link: https://www.econbiz.de/10002447981
Saved in:
3
Do emerging markets become more efficient as they develop? : long memory persistence in equity indices
Hull, Matthew
;
McGroarty, Frank
- In:
Emerging markets review
18
(
2014
),
pp. 45-61
Persistent link: https://www.econbiz.de/10010417536
Saved in:
4
Optimal asset allocation using a combination of implied and historical information
Cheang, Chi Wan
;
Olmo, Jose
;
Ma, Tiejun
;
Sung, Ming-chien
; …
- In:
International review of financial analysis
67
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012299166
Saved in:
5
Ultra-high-frequency lead-lag relationship and information arrival
Thong Minh Dao
;
McGroarty, Frank
;
Urquhart, Andrew
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 725-735
Persistent link: https://www.econbiz.de/10011906948
Saved in:
6
The intraday dynamics of Bitcoin
Eross, Andrea
;
McGroarty, Frank
;
Urquhart, Andrew
; …
- In:
Research in international business and finance
49
(
2019
),
pp. 71-81
Persistent link: https://www.econbiz.de/10012135993
Saved in:
7
High frequency trading strategies, market fragility and price spikes : an agent based model perspective
McGroarty, Frank
;
Booth, Ash
;
Gerding, Enrico
; …
- In:
Application of operations research to financial markets
,
(pp. 217-244)
.
2019
Persistent link: https://www.econbiz.de/10012157446
Saved in:
8
The risk premium that never was : a fair value explanation of the volatility spread
McGee, Richard J.
;
McGroarty, Frank
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 370-380
Persistent link: https://www.econbiz.de/10011785787
Saved in:
9
Volatility transmission among the CDS, equity, and bond markets
Lei Meng
;
Ap Gwilym, Owain
;
Varas, Jose
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 33-46
Persistent link: https://www.econbiz.de/10003808961
Saved in:
10
Valuation rations, stock returns and relative asset volatilities : an international puzzle
Ap Gwilym, Owain
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003405441
Saved in:
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