Items where Author is "McGroarty, F"

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Number of items: 8.

Journal article

DAO, T.M., MCGROARTY, F. and URQUHART, A., 2018. The Brexit vote and currency markets. Journal of International Financial Markets, Institutions and Money. ISSN 1042-4431

RESTOCCHI, V., MCGROARTY, F., GERDING, E. and JOHNSON, J.E.V., 2018. It takes all sorts: A heterogeneous agent explanation for prediction market mispricing. European Journal of Operational Research, 270 (2), pp. 556-569. ISSN 0377-2217

DAO, T.M., MCGROARTY, F. and URQUHART, A., 2018. Ultra-high-frequency lead–lag relationship and information arrival. Quantitative Finance, 18 (5), pp. 725-735. ISSN 1469-7688

RESTOCCHI, V., MCGROARTY, F., GERDING, E. and JOHNSON, J., 2017. The impact of transaction costs on state-contingent claims mispricing. Finance Research Letters, 23, pp. 174-178. ISSN 1544-6123

MA, T., TANG, L., MCGROARTY, F., SUNG, M.C. and JOHNSON, J.E.V., 2016. Time is money: Costing the impact of duration misperception in market prices. European Journal of Operational Research, 255 (2), pp. 397-410. ISSN 0377-2217

DAO, T.M., MCGROARTY, F. and URQUHART, A., 2016. A calendar effect: weekend overreaction (and subsequent reversal) in spot FX rates. Journal of Multinational Financial Management, 37-38, pp. 158-167. ISSN 1042-444X

Conference contribution

DAO, T.M., MCGROARTY, F. and URQUHART, A., 2016. Ultra-high-frequency lead–lag relationship and information arrival. In: 1st INFINITI Conference on International Finance ASIA-PACIFIC 2016, University of Economics, Ho Chi Minh City, Vietnam, 7-8 December 2016.

DAO, T.M., MCGROARTY, F. and URQUHART, A., 2016. Weekday effects in the lead-lag relationship. In: Forecasting Financial Markets: 23rd International Conference, Hannover, Germany, 25-27 May 2016.

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