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
Standard Standard
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.
In: Journal of International Financial Markets, Institutions and Money, Vol. 19, No. 2, 01.04.2009, p. 387-401.
In: Journal of International Financial Markets, Institutions and Money, Vol. 19, No. 2, 01.04.2009, p. 387-401.
Research output: Contribution to journal › Article › peer-review
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, vol. 19, no. 2, pp. 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
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. 19(2):387-401. https://doi.org/10.1016/j.intfin.2008.04.001
MLA
McGroarty, F., O.M. ap Gwilym and S. Thomas. "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, 19(2). 387-401. https://doi.org/10.1016/j.intfin.2008.04.001
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 Apr 1;19(2):387-401. doi: 10.1016/j.intfin.2008.04.001
Author
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 -