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McGroarty, Frank's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,151 |
Total
Citations
1 |
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1.
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Alsayed, Hamad
University of Southampton - School of Management McGroarty, Frank
University of Southampton - School of Management
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29 May 10
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Last Revised:
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15 Aug 11
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353
(39,666)
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Pairs Trading, Hamilton-Jacobi-Bellman equation, Statistical Arbitrage, Stochastic Optimal Control, Stability Bounds
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2.
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McGroarty, Frank
University of Southampton - School of Management Thomas, Stephen
University of Southampton - School of Management Ap Gwilym, Owain
Bangor Business School
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171
(86,890)
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1
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High frequency data, Foreign exchange, Market microstructure, Asymmetric information, Order-driven
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3.
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Alsayed, Hamad
University of Southampton - School of Management McGroarty, Frank
University of Southampton - School of Management
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158
(93,386)
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American Depository Receipts, Statistical Arbitrage, Law of One Price, Pairs Trading
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4.
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Alsayed, Hamad
University of Southampton - School of Management McGroarty, Frank
University of Southampton - School of Management
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117
(120,310)
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lead-lag relationships, futures markets, Hayashi-Yoshida cross correlation estimator, statistical arbitrage
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5.
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Mason, Andrew
University of Surrey - Surrey Business School Thomas, Steve
City University London - Sir John Cass Business School McGroarty, Frank
University of Southampton - School of Management
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69
(170,616)
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Mutual funds, Style analysis, Benchmarking, Portfolio Management, Management Style, Returns Based Style, Factor Analysis, Cluster Analysis, Style investing, Comovement, Value, Growth, Investment, Asset management
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6.
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Mason, Andrew
University of Surrey - Surrey Business School Thomas, Steve
City University London - Sir John Cass Business School McGroarty, Frank
University of Southampton - School of Management
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12 Sep 10
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Last Revised:
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04 Aug 11
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67
(173,364)
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Portfolio Management, Management Style, Style Analysis, Mutual Funds, Portfolio Characteristics, Characteristics Based Style, Returns Based Style, Factor Analysis, Style investing, Comovement, Value, Growth, Investment, Asset management
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7.
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McGroarty, Frank
University of Southampton - School of Management Thomas, Stephen
University of Southampton - School of Management Ap Gwilym, Owain
Bangor Business School
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57
(188,460)
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High frequency data, Futures, Market infranstructure, Asymmetric information, Order-driven
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8.
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Mason, Andrew
University of Surrey - Surrey Business School Thomas, Steve
City University London - Sir John Cass Business School McGroarty, Frank
University of Southampton - School of Management
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21 Jun 11
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Last Revised:
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04 Aug 11
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49
(202,114)
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Investment Style, Mutual Funds, Portfolio, Style Analysis
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9.
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Dapaah-Siakwan, Charles
affiliation not provided to SSRN McGroarty, Frank
University of Southampton - School of Management
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41
(217,652)
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10.
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Mason, Andrew
University of Surrey - Surrey Business School McGroarty, Frank
University of Southampton - School of Management Thomas, Steve
City University London - Sir John Cass Business School
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37
(226,124)
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Style, Investment, Benchmark, Portfolio, Value, Factors
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11.
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Mason, Andrew
University of Surrey - Surrey Business School Agyei-Ampomah, Sam
Surrey Business School Thomas, Steve
City University London - Sir John Cass Business School McGroarty, Frank
University of Southampton - School of Management
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22
(268,123)
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Style Analysis, Financial Crisis, Mutual Funds, Portfolio, Benchmarking
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12.
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McGroarty, Frank
University of Southampton - School of Management Gwilym, Owain ap
University of Wales System - Bangor University
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10
(310,192)
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Records 1 -
12
of 12 matches
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