| Are stock markets really efficient? Evidence of the adaptive market hypothesis A Urquhart, F McGroarty International Review of Financial Analysis 47, 39-49, 2016 | 217 | 2016 |
| Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run US data A Urquhart, F McGroarty International Review of Financial Analysis 35, 154-166, 2014 | 199 | 2014 |
| Automated trading with performance weighted random forests and seasonality A Booth, E Gerding, F McGroarty Expert Systems with Applications 41 (8), 3651-3661, 2014 | 189 | 2014 |
| Do emerging markets become more efficient as they develop? Long memory persistence in equity indices M Hull, F McGroarty Emerging Markets Review 18, 45-61, 2014 | 168 | 2014 |
| The intraday dynamics of bitcoin A Eross, F McGroarty, A Urquhart, S Wolfe Research in international business and finance 49, 71-81, 2019 | 113 | 2019 |
| Election uncertainty, economic policy uncertainty and financial market uncertainty: a prediction market analysis JW Goodell, RJ McGee, F McGroarty Journal of Banking & Finance 110, 105684, 2020 | 103 | 2020 |
| Should gold be included in institutional investment portfolios? O Emmrich, FJ McGroarty Applied Financial Economics 23 (19), 1553-1565, 2013 | 83 | 2013 |
| Coordination and payment mechanisms for electric vehicle aggregators A Perez-Diaz, E Gerding, F McGroarty Applied energy 212, 185-195, 2018 | 63 | 2018 |
| Estimating the impact of the Internet of Things on productivity in Europe H Espinoza, G Kling, F McGroarty, M O'Mahony, X Ziouvelou Heliyon 6 (5), 2020 | 57 | 2020 |
| High frequency trading strategies, market fragility and price spikes: an agent based model perspective F McGroarty, A Booth, E Gerding, VLR Chinthalapati Annals of Operations Research 282 (1), 217-244, 2019 | 56 | 2019 |
| Arbitrage and the Law of One Price in the market for American depository receipts H Alsayed, F McGroarty Journal of International Financial Markets, Institutions and Money 22 (5 …, 2012 | 55 | 2012 |
| A comparison of multitask and single task learning with artificial neural networks for yield curve forecasting M Nunes, E Gerding, F McGroarty, M Niranjan Expert Systems with Applications 119, 362-375, 2019 | 54 | 2019 |
| Future directions in international financial integration research-A crowdsourced perspective BM Lucey, SA Vigne, L Ballester, L Barbopoulos, J Brzeszczynski, ... International Review of Financial Analysis 55, 35-49, 2018 | 53 | 2018 |
| More heat than light: Investor attention and bitcoin price discovery G Ibikunle, F McGroarty, K Rzayev International Review of Financial Analysis 69, 101459, 2020 | 50 | 2020 |
| Social Machines: how recent technological advances have aided financialisation T Ma, F McGroarty Journal of Information Technology 32, 234-250, 2017 | 47 | 2017 |
| The role of private information in return volatility, bid–ask spreads and price levels in the foreign exchange market F McGroarty, O ap Gwilym, S Thomas Journal of International Financial Markets, Institutions and Money 19 (2 …, 2009 | 45 | 2009 |
| The Brexit vote and currency markets TM Dao, F McGroarty, A Urquhart Journal of International Financial Markets, Institutions and Money 59, 153-164, 2019 | 35 | 2019 |
| Performance-weighted ensembles of random forests for predicting price impact A Booth, E Gerding, F McGroarty Quantitative finance 15 (11), 1823-1835, 2015 | 33 | 2015 |
| High‐frequency exchange‐rate prediction with an artificial neural network T Choudhry, F McGroarty, K Peng, S Wang Intelligent Systems in Accounting, Finance and Management 19 (3), 170-178, 2012 | 32 | 2012 |
| Microstructure effects, bid–ask spreads and volatility in the spot foreign exchange market pre and post-EMU F McGroarty, O Ap Gwilym, S Thomas Global Finance Journal 17 (1), 23-49, 2006 | 30 | 2006 |
Enrico GerdingUniversity of SouthamptonVerified email at ecs.soton.ac.uk
