The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market.

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	387-401
Journal	Journal of International Financial Markets, Institutions and Money
Volume	19
Issue number	2
DOIs	https://doi.org/10.1016/j.intfin.2008.04.001
Publication status	Published - 1 Apr 2009

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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",

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doi = "10.1016/j.intfin.2008.04.001",

language = "English",

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journal = "Journal of International Financial Markets, Institutions and Money",

issn = "1042-4431",

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AU - McGroarty, F.

AU - ap Gwilym, O.M.

AU - Thomas, S.

PY - 2009/4/1

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DO - 10.1016/j.intfin.2008.04.001

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JO - Journal of International Financial Markets, Institutions and Money

JF - Journal of International Financial Markets, Institutions and Money

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