Frank McGroarty

Frank McGroarty

University of Southampton

H-index: 23

Europe-United Kingdom

About Frank McGroarty

Frank McGroarty, With an exceptional h-index of 23 and a recent h-index of 19 (since 2020), a distinguished researcher at University of Southampton, specializes in the field of computational finance, market microstructure, data analytics, fintech, decision support systems.

His recent articles reflect a diverse array of research interests and contributions to the field:

Industry costs of equity: Evidence from frontier markets

Opinion Dynamics Explain Price Formation in Prediction Markets

Does perfectionism influence individual financial risk tolerance and financial well-being? Evidence from an online survey data from the US

Combining Internet of Things and crowdsourcing for pervasive research and end-user centric experimental infrastructures (IoT Lab)

Where and about what? Price relevant narratives depend on topic and media type

Emerging Ecosystem-centric Business Models for Sustainable Value Creation

Optimal asset allocation using a combination of implied and historical information

Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box

Frank McGroarty Information

University

Position

Centre for Digital Finance

Citations(all)

2061

Citations(since 2020)

1573

Cited By

1145

hIndex(all)

23

hIndex(since 2020)

19

i10Index(all)

38

i10Index(since 2020)

30

Email

University Profile Page

University of Southampton

Google Scholar

View Google Scholar Profile

Frank McGroarty Skills & Research Interests

computational finance

market microstructure

data analytics

fintech

decision support systems

Top articles of Frank McGroarty

Title

Journal

Author(s)

Publication Date

Industry costs of equity: Evidence from frontier markets

International Review of Financial Analysis

Alya Hourani

Yan Wang

Sercan Demiralay

Frank McGroarty

2023/5/1

Opinion Dynamics Explain Price Formation in Prediction Markets

Entropy

Valerio Restocchi

Frank McGroarty

Enrico Gerding

Markus Brede

2023/8/1

Does perfectionism influence individual financial risk tolerance and financial well-being? Evidence from an online survey data from the US

SN Business & Economics

Di Wang

Frank McGroarty

2022/10/12

Combining Internet of Things and crowdsourcing for pervasive research and end-user centric experimental infrastructures (IoT Lab)

Sébastien Ziegler

Cedric Crettaz

Michael Hazan

Panagiotis Alexandrou

Gabriel Filios

...

2022/9/1

Where and about what? Price relevant narratives depend on topic and media type

Economics Letters

Sha Liu

Paul Gaskell

Frank McGroarty

2022/2/22

Emerging Ecosystem-centric Business Models for Sustainable Value Creation

Xenia Ziouvelou

Frank McGroarty

2021/8/6

Optimal asset allocation using a combination of implied and historical information

International Review of Financial Analysis

Chi Wan Cheang

Jose Olmo

Tiejun Ma

Ming-Chien Sung

Frank McGroarty

2020/1/1

Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box

Available at arXiv. https://arxiv.org/abs/2005.02217

Manuel Nunes

Enrico Gerding

Frank McGroarty

Mahesan Niranjan

2020/5/5

Election uncertainty, economic policy uncertainty and financial market uncertainty: a prediction market analysis

Journal of Banking & Finance

JW Goodell

RJ McGee

F McGroarty

2020/1

Estimating the impact of the Internet of Things on productivity in Europe

Héctor Espinoza

Gerhard Kling

Frank McGroarty

Mary O'Mahony

Xenia Ziouvelou

2020/5/1

More heat than light: Investor attention and bitcoin price discovery

International Review of Financial Analysis

Gbenga Ibikunle

Frank McGroarty

Khaladdin Rzayev

2020/5/1

Catching cheats: Detecting strategic manipulation in distributed optimisation of electric vehicle aggregators

Journal of Artificial Intelligence Research

Alvaro Perez-Diaz

Enrico Harm Gerding

Frank McGroarty

2020/3/5

LSTM-LagLasso for bond yield forecasting: Peeping into the long short-term memory networks' black box

Manuel Nunes

Enrico Gerding

Frank McGroarty

Mahesan Niranjan

2020/1

See List of Professors in Frank McGroarty University(University of Southampton)

Co-Authors

H-index: 75
Brian Lucey

Brian Lucey

Trinity College

H-index: 36
Enrico Gerding

Enrico Gerding

University of Southampton

H-index: 34
Jonathan A. Batten

Jonathan A. Batten

RMIT University

H-index: 8
Richard J. McGee

Richard J. McGee

University College Dublin

H-index: 4
Thong M. Dao

Thong M. Dao

Nottingham Trent University

H-index: 3
Paul Gaskell

Paul Gaskell

University of Southampton

academic-engine