Frank McGroarty
Frank McGroarty
Centre for Digital Finance, University of Southampton
Bestätigte E-Mail-Adresse bei soton.ac.uk
Titel
Zitiert von
Zitiert von
Jahr
Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run US data
A Urquhart, F McGroarty
International Review of Financial Analysis 35, 154-166, 2014
1222014
Automated trading with performance weighted random forests and seasonality
A Booth, E Gerding, F McGroarty
Expert Systems with Applications 41 (8), 3651-3661, 2014
1172014
Are stock markets really efficient? Evidence of the adaptive market hypothesis
A Urquhart, F McGroarty
International Review of Financial Analysis 47, 39-49, 2016
1082016
Do emerging markets become more efficient as they develop? Long memory persistence in equity indices
M Hull, F McGroarty
Emerging Markets Review 18, 45-61, 2014
1072014
Should gold be included in institutional investment portfolios?
O Emmrich, FJ McGroarty
Applied Financial Economics 23 (19), 1553-1565, 2013
522013
The intraday dynamics of bitcoin
A Eross, F McGroarty, A Urquhart, S Wolfe
Research in International Business and Finance 49, 71-81, 2019
492019
Arbitrage and the Law of One Price in the market for American depository receipts
H Alsayed, F McGroarty
Journal of International Financial Markets, Institutions and Money 22 (5 …, 2012
462012
Coordination and payment mechanisms for electric vehicle aggregators
A Perez-Diaz, E Gerding, F McGroarty
Applied energy 212, 185-195, 2018
362018
Future directions in international financial integration research-A crowdsourced perspective
BM Lucey, SA Vigne, L Ballester, L Barbopoulos, J Brzeszczynski, ...
International Review of Financial Analysis 55, 35-49, 2018
322018
The role of private information in return volatility, bid–ask spreads and price levels in the foreign exchange market
F McGroarty, O ap Gwilym, S Thomas
Journal of International Financial Markets, Institutions and Money 19 (2 …, 2009
322009
Microstructure effects, bid–ask spreads and volatility in the spot foreign exchange market pre and post-EMU
F McGroarty, O Ap Gwilym, S Thomas
Global Finance Journal 17 (1), 23-49, 2006
272006
Election uncertainty, economic policy uncertainty and financial market uncertainty: a prediction market analysis
JW Goodell, RJ McGee, F McGroarty
Journal of Banking & Finance 110, 105684, 2020
252020
High‐frequency exchange‐rate prediction with an artificial neural network
T Choudhry, F McGroarty, K Peng, S Wang
Intelligent Systems in Accounting, Finance and Management 19 (3), 170-178, 2012
232012
Performance-weighted ensembles of random forests for predicting price impact
A Booth, E Gerding, F McGroarty
Quantitative Finance 15 (11), 1823-1835, 2015
222015
Ultra‐high‐frequency algorithmic arbitrage across international index futures
H Alsayed, F McGroarty
Journal of Forecasting 33 (6), 391-408, 2014
212014
Social Machines: how recent technological advances have aided financialisation
T Ma, F McGroarty
Journal of Information Technology 32 (3), 234-250, 2017
202017
Stylized facts of intraday precious metals
J Batten, B Lucey, F McGroarty, M Peat, A Urquhart
PloS one 12 (4), e0174232, 2017
192017
Does intraday technical trading have predictive power in precious metal markets?
JA Batten, BM Lucey, F McGroarty, M Peat, A Urquhart
Journal of International Financial Markets, Institutions and Money 52, 102-113, 2018
182018
The Components of Electronic Inter‐Dealer Spot FX Bid‐Ask Spreads
F McGroarty, O Gwilym, S Thomas
Journal of Business Finance & Accounting 34 (9‐10), 1635-1650, 2007
172007
Political uncertainty and the 2012 US presidential election: A cointegration study of prediction markets, polls and a stand-out expert
JW Goodell, F McGroarty, A Urquhart
International Review of Financial Analysis 42, 162-171, 2015
152015
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