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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
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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
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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/10003800028
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Private information, excessive volability and intraday empirical regularities in the spot foreign exchange marktet
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - 2005
Persistent link: https://www.econbiz.de/10003402636
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The components of electronic inter-dealer spot FX bid-ask spreads
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: Journal of business finance & accounting : JBFA 34 (2007) 9/10, pp. 1635-1650
Persistent link: https://www.econbiz.de/10003627073
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The Brexit vote and currency markets
Thong Minh Dao; McGroarty, Frank; Urquhart, Andrew - In: Journal of international financial markets, … 59 (2019), pp. 153-164
Persistent link: https://www.econbiz.de/10012127891