Items Authored/Edited by McGroarty, Frank
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Number of items: 2.
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]
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]