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The efficiency of stock and options markets : tests based on 1992 UK election opinion polls

Ap Gwilym, Owain - In: Applied financial economics 4 (1994) 5, pp. 345-354

Persistent link: https://www.econbiz.de/10001173615

The impact of the closing call auction : an examination of effects in London

Battig, Christopher; Chelley-Steeley, Patricia L. - In: Applied financial economics 20 (2010) 4/6, pp. 303-315

This article examines the impact on market quality that the introduction of a closing call auction had at the London Stock Exchange (LSE). Using the market model approach of Cohen et al. (1983a, b) we show that opening and closing market quality improved for those Financial Times and Stock...

Persistent link: https://www.econbiz.de/10003963124

Serial correlation in the returns of UK capitalization based portfolios

Chelley-Steeley, Patricia L. - In: Applied financial economics 14 (2004) 13, pp. 975-979

Persistent link: https://www.econbiz.de/10002195494

The leverage effect in the UK stock market

Chelley-Steeley, Patricia L.; Steeley, James M. - In: Applied financial economics 15 (2005) 6, pp. 409-423

Persistent link: https://www.econbiz.de/10002708209

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

Exchange controls and the transmission of equity market volatility : the case of the UK

Chelley-Steeley, Patricia L. - In: Applied financial economics 10 (2000) 3, pp. 317-327

Persistent link: https://www.econbiz.de/10001526295

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