Items where City Author is "Marsh, I."
Article
Baeckstrom, Y., Marsh, I. 
ORCID: 0000-0002-0483-8658 & Sylvester, J. (2021).
Financial Advice and Gender: Wealthy Individual Investors in the UK.
Journal of Corporate Finance, 71,
article number 101882.
doi: 10.1016/j.jcorpfin.2021.101882
Fullwood, J., James, J. & Marsh, I. W. ORCID: 0000-0002-0483-8658 (2021).
Volatility and the cross-section of returns on FX options.
Journal of Financial Economics, 141(3),
pp. 1262-1284.
doi: 10.1016/j.jfineco.2021.04.030
Baeckström, Y., Marsh, I. W. ORCID: 0000-0002-0483-8658 & Silvester, J. (2021).
Variations in investment advice provision: A study of financial advisors of millionaire investors.
Journal of Economic Behavior & Organization, 188,
pp. 716-735.
doi: 10.1016/j.jebo.2021.05.008
Dupuy, P., James, J. & Marsh, I. W. ORCID: 0000-0002-0483-8658 (2021).
Attractive and non-attractive currencies.
Journal of International Money and Finance, 110,
article number 102253.
doi: 10.1016/j.jimonfin.2020.102253
Accominotti, O., Cen, J., Chambers, D. & Marsh, I. W. ORCID: 0000-0002-0483-8658 (2019).
Currency regimes and the carry trade.
Journal of Financial and Quantitative Analysis, 54(5),
pp. 2233-2260.
doi: 10.1017/s002210901900019x
Alizadeh-Masoodian, A. ORCID: 0000-0003-1588-6214, Huang, C-Y. & Marsh, I. W. ORCID: 0000-0002-0483-8658 (2019).
Modelling the Volatility of TOCOM Energy Futures: A Regime Switching Realised Volatility Approach.
Energy Economics,
article number 104434.
doi: 10.1016/j.eneco.2019.06.019
Marsh, I. W., Rincon-Aznar, A., Vecchione, M. & Venturini, F. (2017). We see ICT spillovers everywhere but in the econometric evidence: a reassessment. Industrial and Corporate Change, 26(6), pp. 1067-1088. doi: 10.1093/icc/dtx008
Marsh, I. W. & Wagner, W. (2016). News-Specific Price Discovery in Credit Default Swap Markets. Financial Management, 45(2), pp. 315-340. doi: 10.1111/fima.12095
Hayley, S. & Marsh, I. W. (2016). What do retail FX traders learn?. Journal of International Money and Finance, 64, pp. 16-38. doi: 10.1016/j.jimonfin.2016.02.001
Iwatsubo, K. & Marsh, I. W. (2014). Order flows, fundamentals and exchange rates. International Journal of Finance and Economics, 19(4), pp. 251-266. doi: 10.1002/ijfe.1490
Marsh, I. W. & Miao, T. (2012). High-frequency information content in end-user foreign exchange order flows. The European Journal of Finance, 18(9), pp. 865-884. doi: 10.1080/1351847x.2011.601652
Duffuor, K., Marsh, I. W. & Phylaktis, K. (2012). Order flow and exchange rate dynamics: an application to emerging markets. International Journal of Finance and Economics, 17(3), pp. 290-304. doi: 10.1002/ijfe.451
Marsh, I. W. (2011). Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market. Journal of International Money and Finance, 30(2), pp. 377-392. doi: 10.1016/j.jimonfin.2010.10.001
Book Section
Della Corte, P., Sarno, L. & Tsiakas, I. (2012). Volatility and Correlation Timing in Active Currency Management. In: James, J., Marsh, I. W. & Sarno, L. (Eds.), Handbook of Exchange Rates. (pp. 421-447). New Jersey, USA: Wiley. doi: 10.1002/9781118445785.ch15
Marsh, I. W. (2002). What central banks can learn about default risk from credit markets. In: Market functioning and central bank policy (BIS Papers No 12). . Basel, Switzerland: Bank for International Settlements.