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

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

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The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market. / McGroarty, F.; ap Gwilym, O.M.; Thomas, S.
Yn: Journal of International Financial Markets, Institutions and Money, Cyfrol 19, Rhif 2, 01.04.2009, t. 387-401.

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

HarvardHarvard

McGroarty, F, ap Gwilym, OM & Thomas, S 2009, 'The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market.', Journal of International Financial Markets, Institutions and Money, cyfrol. 19, rhif 2, tt. 387-401. https://doi.org/10.1016/j.intfin.2008.04.001

APA

McGroarty, F., ap Gwilym, O. M., & Thomas, S. (2009). The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market. Journal of International Financial Markets, Institutions and Money, 19(2), 387-401. https://doi.org/10.1016/j.intfin.2008.04.001

CBE

MLA

VancouverVancouver

McGroarty F, ap Gwilym OM, Thomas S. The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market. Journal of International Financial Markets, Institutions and Money. 2009 Ebr 1;19(2):387-401. doi: 10.1016/j.intfin.2008.04.001

Author

McGroarty, F. ; ap Gwilym, O.M. ; Thomas, S. / The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market. Yn: Journal of International Financial Markets, Institutions and Money. 2009 ; Cyfrol 19, Rhif 2. tt. 387-401.

RIS

TY - JOUR

T1 - The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market.

AU - McGroarty, F.

AU - ap Gwilym, O.M.

AU - Thomas, S.

PY - 2009/4/1

Y1 - 2009/4/1

U2 - 10.1016/j.intfin.2008.04.001

DO - 10.1016/j.intfin.2008.04.001

M3 - Article

VL - 19

SP - 387

EP - 401

JO - Journal of International Financial Markets, Institutions and Money

JF - Journal of International Financial Markets, Institutions and Money

SN - 1042-4431

IS - 2

ER -