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HIGH‐FREQUENCY EXCHANGE‐RATE P...
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Choudhry, Taufiq
32
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6
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5
ap Gwilym, Owain
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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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2
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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3
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
Saved in:
4
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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5
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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6
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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7
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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8
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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9
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:
10
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
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