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


McGroarty, F. (2007) The role of private information in return volatility and bid-ask spreads in the foreign exchange market At 14th International Conference (Forecasting Financial Markets: advances for exchange rates, interest rates, and asset management). 30 May - 01 Jun 2007.

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Item Type: Conference or Workshop Item (Paper)
Venue - Dates: 14th International Conference (Forecasting Financial Markets: advances for exchange rates, interest rates, and asset management), 2007-05-30 - 2007-06-01
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ePrint ID: 51736
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2007Published
Date Deposited: 05 Aug 2008
Last Modified: 16 Apr 2017 18:04
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/51736

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