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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
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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
Cover Image
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) 3/4, pp. 285-306
Persistent link: https://www.econbiz.de/10009155402
Cover Image
Optimal portfolio selection in nonlinear arbitrage spreads
Alsayed, Hamad; McGroarty, Frank - In: The European journal of finance 19 (2013) 3/4, pp. 206-227
Persistent link: https://www.econbiz.de/10010243657