Frank McGroarty

1.7k total citations
69 papers, 1.2k citations indexed

About

Frank McGroarty is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Frank McGroarty has authored 69 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 45 papers in Finance, 45 papers in Economics and Econometrics and 21 papers in Management Science and Operations Research. Recurrent topics in Frank McGroarty's work include Financial Markets and Investment Strategies (38 papers), Market Dynamics and Volatility (21 papers) and Complex Systems and Time Series Analysis (20 papers). Frank McGroarty is often cited by papers focused on Financial Markets and Investment Strategies (38 papers), Market Dynamics and Volatility (21 papers) and Complex Systems and Time Series Analysis (20 papers). Frank McGroarty collaborates with scholars based in United Kingdom, Ireland and Australia. Frank McGroarty's co-authors include Andrew Urquhart, Enrico Gerding, John W. Goodell, Richard McGee, Simon Wolfe, Owain ap Gwilym, Tiejun Ma, Stephen Thomas, Gbenga Ibikunle and Mahesan Niranjan and has published in prestigious journals such as PLoS ONE, Applied Energy and European Journal of Operational Research.

In The Last Decade

Frank McGroarty

61 papers receiving 1.1k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Frank McGroarty United Kingdom 16 764 638 296 192 137 69 1.2k
Shihao Gu United States 6 705 0.9× 850 1.3× 687 2.3× 64 0.3× 142 1.0× 9 1.3k
M. Thenmozhi India 15 347 0.5× 200 0.3× 303 1.0× 68 0.4× 75 0.5× 72 864
Ramzi Nekhili Bahrain 18 751 1.0× 239 0.4× 133 0.4× 187 1.0× 140 1.0× 44 1.1k
Nicolas Huck France 8 392 0.5× 412 0.6× 459 1.6× 35 0.2× 43 0.3× 19 785
André Alves Portela Santos Brazil 16 411 0.5× 497 0.8× 258 0.9× 21 0.1× 111 0.8× 65 916
Sean Foley Australia 14 743 1.0× 654 1.0× 138 0.5× 784 4.1× 34 0.2× 80 1.5k
Amir E. Khandani United States 11 469 0.6× 668 1.0× 146 0.5× 38 0.2× 66 0.5× 12 1.2k
Dashan Huang United States 16 984 1.3× 1.2k 1.8× 679 2.3× 34 0.2× 250 1.8× 46 1.7k
Indranil Ghosh India 18 431 0.6× 113 0.2× 316 1.1× 120 0.6× 37 0.3× 63 842
Charalampos Stasinakis United Kingdom 13 251 0.3× 134 0.2× 320 1.1× 62 0.3× 53 0.4× 34 591

Countries citing papers authored by Frank McGroarty

Since Specialization
Citations

This map shows the geographic impact of Frank McGroarty's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Frank McGroarty with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Frank McGroarty more than expected).

Fields of papers citing papers by Frank McGroarty

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Frank McGroarty. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Frank McGroarty. The network helps show where Frank McGroarty may publish in the future.

Co-authorship network of co-authors of Frank McGroarty

This figure shows the co-authorship network connecting the top 25 collaborators of Frank McGroarty. A scholar is included among the top collaborators of Frank McGroarty based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Frank McGroarty. Frank McGroarty is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Gerding, Enrico, et al.. (2025). Deep Learning for Bond Yield Forecasting: The LSTM ‐ LagLasso. International Journal of Finance & Economics. 31(1). 1269–1283.
2.
McGroarty, Frank, et al.. (2023). Opinion Dynamics Explain Price Formation in Prediction Markets. Entropy. 25(8). 1152–1152.
3.
4.
Kling, Gerhard, et al.. (2020). Estimating the impact of the Internet of Things on productivity in Europe. Heliyon. 6(5). e03935–e03935. 36 indexed citations
5.
Ibikunle, Gbenga, et al.. (2020). More heat than light: Investor attention and bitcoin price discovery. International Review of Financial Analysis. 69. 101459–101459. 46 indexed citations
6.
7.
Clark, Ephraïm, et al.. (2019). Stock-ADR Arbitrage: Microstructure Risk. Journal of International Financial Markets Institutions and Money. 63. 101132–101132.
8.
McGroarty, Frank, et al.. (2019). The intraday dynamics of bitcoin. Research in International Business and Finance. 49. 71–81. 83 indexed citations
9.
McGroarty, Frank, et al.. (2018). The temporal evolution of mispricing in prediction markets. Finance research letters. 29. 303–307. 3 indexed citations
10.
Gerding, Enrico, et al.. (2018). Coordination of Electric Vehicle Aggregators: A Coalitional Approach. ePrints Soton (University of Southampton). 676–684. 5 indexed citations
11.
McGroarty, Frank, et al.. (2018). High frequency trading strategies, market fragility and price spikes: an agent based model perspective. Annals of Operations Research. 282(1-2). 217–244. 35 indexed citations
12.
Gerding, Enrico, et al.. (2018). Decentralised coordination of electric vehicle aggregators. ePrints Soton (University of Southampton). 3 indexed citations
13.
Batten, Jonathan A., Brian M. Lucey, Frank McGroarty, Maurice Peat, & Andrew Urquhart. (2017). Stylized facts of intraday precious metals. PLoS ONE. 12(4). e0174232–e0174232. 19 indexed citations
14.
McGroarty, Frank, et al.. (2017). The impact of transaction costs on state-contingent claims mispricing. Finance research letters. 23. 174–178. 1 indexed citations
15.
Batten, Jonathan A., Brian M. Lucey, Frank McGroarty, Maurice Peat, & Andrew Urquhart. (2017). Does intraday technical trading have predictive power in precious metal markets?. Journal of International Financial Markets Institutions and Money. 52. 102–113. 22 indexed citations
16.
Urquhart, Andrew & Frank McGroarty. (2016). Are stock markets really efficient? Evidence of the adaptive market hypothesis. International Review of Financial Analysis. 47. 39–49. 122 indexed citations
17.
McGroarty, Frank, et al.. (2016). The Impact of Transaction Costs on State-Contingent Claims Mispricing. SSRN Electronic Journal.
18.
Urquhart, Andrew & Frank McGroarty. (2014). Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data. International Review of Financial Analysis. 35. 154–166. 111 indexed citations
19.
McGroarty, Frank, Owain ap Gwilym, & Stephen Thomas. (2010). Structural changes, bid–ask spread composition and tick size in inter-bank futures trading. European Journal of Finance. 17(4). 285–306. 1 indexed citations
20.
McGroarty, Frank. (2005). Price aggressiveness and quantity: how are they determined in a limit order market? by Ingrid Lo and Stephen Sapp. ePrints Soton (University of Southampton). 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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