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Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market

McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 16 (2006) 13, pp. 959-972

Persistent link: https://www.econbiz.de/10003377850

Wealth effects to bidding companies from regulatory interventions in the UK

Jones, Edward; Crook, Jonathan N. - In: Applied financial economics 19 (2009) 7/9, pp. 625-634

Using a sample of 186 referrals between 1965 and 2006, we analyse the abnormal returns experienced by UK bidding companies when a decision is made by UK regulators to refer a merger or acquisition for inquiry and when the decision is published by the regulator. We find evidence of disagreement...

Persistent link: https://www.econbiz.de/10003842670

Return-volume dynamics in UK futures

McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 12 (2002) 10, pp. 707-713

Persistent link: https://www.econbiz.de/10001702508

Capital structure and its determinants in the UK : a decompositional analysis

Bevan, Alan A.; Danbolt, Jo - In: Applied financial economics 12 (2002) 3, pp. 159-170

Persistent link: https://www.econbiz.de/10001640307

Measuring growth opportunities

Danbolt, Jo; Hirst, Ian; Jones, Edward - In: Applied financial economics 12 (2002) 3, pp. 203-212

Persistent link: https://www.econbiz.de/10001640373

Testing for inconsistencies in the estimation of UK capital structure determinants

Bevan, Alan A.; Danbolt, Jo - In: Applied financial economics 14 (2004) 1, pp. 55-66

Persistent link: https://www.econbiz.de/10001898837

Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility

McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 14 (2004) 4, pp. 253-263

Persistent link: https://www.econbiz.de/10001939280

The intraday relationship between volume and volatility in LIFFE futures markets

Ap Gwilym, Owain; McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 9 (1999) 6, pp. 593-604

Persistent link: https://www.econbiz.de/10001525288

Forecasting UK stock market volatility

McMillan, David G.; Speight, Alan E. H.; Ap Gwilym, Owain - In: Applied financial economics 10 (2000) 4, pp. 435-448

Persistent link: https://www.econbiz.de/10001526630

Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures

McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 13 (2003) 8, pp. 599-607

Persistent link: https://www.econbiz.de/10001770840