The components of electronic order-driven spot FX bid-ask spreads pre- and post-EMU (2008)
McGroarty, F., Ap Gwiylm, O., Thomas, S.H.
This paper applies an established bid-ask spread decomposition model to spot foreign exchange market in order to assess the impact of European Monetary Union (EMU). Additionally, the paper presents...
Private information, bid-ask spreads and return volatility in the foreign exchange market (2007)
Trading volume and order flow have both been closely associated with informed trader activity in the market microstructure literature. Using theory that explains regular intraday patterns in trading...
Proper Motion Studies of Outflows from Classical T Tauri Stars (2007)
McGroarty, F., Ray, T. P., Froebrich, D.
In a previous paper (McGroarty & Ray 2004, 420, 975) we examined the environment of a number of evolved low-mass young stars, i.e. Classical T Tauri Stars, to see if they are capable of driving...
Trading volume and order flow have both been closely associated with informed trader activity in the market microstructure literature. Using theory that explains regular intraday patterns in trading...
Private information, bid-ask spreads and return volatility in the foreign exchange market (2007)
Trading volume and order flow have both been closely associated with informed trader activity in the market microstructure literature. Using theory that explains regular intraday patterns in trading...
Parsec-Scale Outflows from Intermediate-Mass Stars (2006)
Parsec-Scale Outflows from Intermediate-Mass Stars
Mcgroarty, F., Ap Gwilym, O., Thomas, S.
This article examines how microstructure effects, evident in high frequency data, influence bid–ask spreads and volatility in transaction price series. It uses the event of European Monetary Union...
Classical T Tauri stars as sources of parsec-scale optical outflows (2004)
Previous studies of young stellar objects (YSOs) have uncovered a number of associated parsec-scale optical outflows, the majority of which are driven by low-mass, embedded Class I sources. Here we...