Search Results - subject:"FTSE"

The effect of gender on stock price reaction to the appointment of directors: the case of the FTSE 100

Lucey, Brian; Carron, Brenda - In: Applied Economics Letters 18 (2011) 13, pp. 1225-1229

We examine the effect of the appointment of directors on the share price of FTSE companies. We find that the share …

Persistent link: https://www.econbiz.de/10009277399

Price Behavior of Stock Index Futures: Evidence from the FTSE Xinhua China A50 and H-Share Index Futures Markets

Wang, Janchung - In: Emerging Markets Finance and Trade 47 (2011) 1, pp. 61-77

This study presents empirical evidence related to futures pricing for the SGX FTSE Xinhua China A50 and HKEx H …

Persistent link: https://www.econbiz.de/10009353238

Price behavior of stock index futures : evidence from FTSE Xinhua China A50 and H-share index furtures markets

Wang, Janchung - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 61-77

Persistent link: https://www.econbiz.de/10009299029

Convergence to efficiency in FTSE-100 futures market

Lien, Donald; Xiang, Ju - In: International Journal of Financial Markets and Derivatives 1 (2010) 3, pp. 243-257

FTSE-100 futures data from January 2001 through December 2004, both approaches identify that, conditional on order …

Persistent link: https://www.econbiz.de/10008755241

The informational impact of electronic trading systems on the FTSE 100 stock index and its futures contracts

Sebastiao, Helder - In: The European Journal of Finance 16 (2010) 7, pp. 611-640

This article examines the partial adjustment factors of Financial Times Stock Exchange (FTSE) 100 stock index and stock … introduction of stock exchange trading system, in October 1997, has increased the FTSE 100 index's absolute efficiency; however, it … reduced the absolute and relative efficiency of FTSE 100 futures. These findings seem to imply that during the period under …

Persistent link: https://www.econbiz.de/10008674491

An analysis of UK firms' disclosures about derivatives usage in their corporate reports

Dunne, Theresa; Helliar, Christine; Power, David - In: International Journal of Accounting and Finance 2 (2010) 3/4, pp. 237-253

analysis is also broken down for Financial Times Stock Exchange (FTSE) 100 companies, other listed companies and Alternative …

Persistent link: https://www.econbiz.de/10010670178

Was the stock exchange crisis of 2007 predictable?

POPESCU, Ion; STOICA, Victor; MERUTA, Alexandrina - Facultatea de Finante şi Banci, Universitatea Spiru Haret - 2009

The aim is to try to solve the dilemma if could be predictable exchange crisis from 2007 in the conditions of market globalization, including stock exchange, under the risk of system. In such circumstances, the value judgments based on those three major developments (The Big Three) recorded in...

Persistent link: https://www.econbiz.de/10004995285

Trade transparency and trading volume: the possible impact of the financial instruments markets directive on the trading volume of EU equity markets

Avgouleas, Emilios; Degiannakis, Stavros - In: International Journal of Financial Markets and Derivatives 1 (2009) 1, pp. 96-123

trading volume levels before and after trading in FTSE100 stocks on the London Stock Exchange (LSE) shifted from the quote …

Persistent link: https://www.econbiz.de/10008755237

Intraday and Interday Basis Dynamics: Evidence from the FTSE 100 Index Futures Market

Garrett, Ian; Taylor, Nicholas - In: Studies in Nonlinear Dynamics & Econometrics 5 (2007) 2, pp. 1076-1076

We examine the intraday and interday dynamics of both the level of and changes in the FTSE (Financial Times …

Persistent link: https://www.econbiz.de/10004966123

TESTING EFFICIENCY AND THE UNBIASEDNESS HYPOTHESIS OF THE EMERGING GREEK FUTURES MARKET

Kenourgios, Dimitris - EconWPA - 2005

This paper investigates the joint hypothesis of market efficiency and unbiasedness of futures prices for the FTSE-20 … blue chip index futures contract. The FTSE/ATHENS STOCK EXCHANGE (ASE)-20 futures market is the first organized derivatives …

Persistent link: https://www.econbiz.de/10005413190