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

The role of private information in return volatility and bid-ask spreads in the foreign exchange market
The role of private information in return volatility and bid-ask spreads in the foreign exchange market
McGroarty, F.
693a5396-8e01-4d68-8973-d74184c03072
McGroarty, F.
693a5396-8e01-4d68-8973-d74184c03072

McGroarty, F. (2007) The role of private information in return volatility and bid-ask spreads in the foreign exchange market. 14th International Conference (Forecasting Financial Markets: advances for exchange rates, interest rates, and asset management), Aix-en-Provence, France. 29 - 31 May 2007.

Record type: Conference or Workshop Item (Paper)

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Published date: 2007
Venue - Dates: 14th International Conference (Forecasting Financial Markets: advances for exchange rates, interest rates, and asset management), Aix-en-Provence, France, 2007-05-29 - 2007-05-31

Identifiers

Local EPrints ID: 51736
URI: http://eprints.soton.ac.uk/id/eprint/51736
PURE UUID: e4a0e7e9-0b96-430d-bd79-845c5dee6d2d
ORCID for F. McGroarty: ORCID iD orcid.org/0000-0003-2962-0927

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Date deposited: 05 Aug 2008
Last modified: 12 Dec 2021 03:23

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Author: F. McGroarty ORCID iD

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