@article{17448057fd494971b684e1e31e2a3a8d,
title = "The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market.",
author = "F. McGroarty and \{ap Gwilym\}, O.M. and S. Thomas",
year = "2009",
month = apr,
day = "1",
doi = "10.1016/j.intfin.2008.04.001",
language = "English",
volume = "19",
pages = "387--401",
journal = "Journal of International Financial Markets, Institutions and Money",
issn = "1042-4431",
publisher = "Elsevier BV",
number = "2",
}