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An empirical comparison of quoted and implied bid-ask spreads on futures contracts
Ap Gwilym, Owain; Thomas, Stephen - In: Journal of international financial markets, … 12 (2002) 1, pp. 81-99
Persistent link: https://www.econbiz.de/10001646048
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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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Market structure and microstructure, in international interest rate futures markets
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Steve - In: Research in international business and finance 24 (2010) 3, pp. 253-266
Persistent link: https://www.econbiz.de/10003986226
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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) 3/4, pp. 285-306
Persistent link: https://www.econbiz.de/10009155402
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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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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