Items Authored/Edited by McGroarty, Frank

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2019

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McGroarty, Frank; Booth, Ash; Gerding, Enrico and Chinthalapati, V. L. Raju. 2019. High frequency trading strategies, market fragility and price spikes: an agent based model perspective. Annals of Operation Research, 282(1-2), pp. 217-244. ISSN 0254-5330 [Article]

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Mitra, Sovan; Chinthalapati, V. L. Raju; Ephraim, Clark and McGroarty, Frank. 2019. Stock-ADR Arbitrage: Microstructure Risk. Journal of International Financial Markets, Institutions and Money, 63, 101132. ISSN 1042-4431 [Article]

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