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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
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The momentum and mean reversion of Nikkei index futures : a Markov chain analysis
Peng, Ke; Wang, Shiyun - In: Advances in quantitative analysis of finance and … 6 (2008), pp. 239-251
Persistent link: https://www.econbiz.de/10009924769
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Time-varying beta and the Asian financial crisis: Evidence from the Asian industrial sectors
Choudhry, Taufiq; Lu, Lin; Peng, Ke - In: Japan and the world economy : international journal of … 22 (2010) 4, pp. 228-235
Persistent link: https://www.econbiz.de/10008732614
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Finding the projection onto the intersection of a closed half-space and a variable box
Liu, Yong-Jin; Wang, Shiyun; Sun, Juhe - In: Operations research letters 41 (2013) 3, pp. 259-264
Persistent link: https://www.econbiz.de/10010108700
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Money-income relationships between three ERM countries
Choudhry, Taufiq - In: Journal of applied economics 5 (2002) 1, pp. 59-94
Persistent link: https://www.econbiz.de/10009925832
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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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The Components of Electronic Inter-Dealer Spot FX Bid-Ask Spreads
Mcgroarty, Frank; Gwilym, Owainap; Thomas, Stephen - In: Journal of business finance & accounting : JBFA 34 (2007) 9, pp. 1635
Persistent link: https://www.econbiz.de/10007883969
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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
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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
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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