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Stock index futures mispricing...
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Großbritannien
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McMillan, David G.
10
Speight, Alan E. H.
6
Blake, David
5
Ap Gwilym, Owain
4
Chelley-Steeley, Patricia L.
4
Coakley, Jerry
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Hatemi-J, Abdulnasser
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Applied financial economics
The economic journal : the journal of the Royal Economic Society
1,012
NBER working paper series
1,011
Discussion paper series / IZA
956
Working paper / National Bureau of Economic Research, Inc.
890
Applied economics
834
NBER Working Paper
800
Discussion paper / Centre for Economic Policy Research
751
Cmnd.
738
The economic history review : a journal of economic and social history
696
IZA Discussion Paper
603
Scottish journal of political economy : the journal of the Scottish Economic Society
542
Discussion paper
493
Journal of banking & finance
481
IZA Discussion Papers
440
The journal of futures markets
427
Regional studies
408
Journal of financial economics
407
Oxford economic papers
401
Economica
381
Fiscal studies : the journal of the Institute for Fiscal Studies
372
The journal of finance : the journal of the American Finance Association
372
National Institute economic review
360
Working paper
354
Oxford bulletin of economics and statistics
352
Economics letters
327
The review of financial studies
321
Quarterly bulletin / Bank of England
316
BJIR : an international journal of employment relations
285
Finance research letters
281
The Manchester School of Economic and Social Studies
278
Industrial relations journal
277
Oxford review of economic policy
276
CESifo working papers
270
Cmnd
265
The bankers' magazine : and journal of the money market and railway digest
264
The journal of economic history
264
The banker : global financial intelligence
259
British tax review
258
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ECONIS (ZBW)
304
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1
A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market
Heaney, Richard A.
- In:
Applied financial economics
6
(
1996
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001198670
Saved in:
2
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
Saved in:
3
Returns to trading portfolios of FTSE 100 index options
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1211-1225
Persistent link: https://www.econbiz.de/10003590582
Saved in:
4
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris
;
Garrett, Ian
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
Saved in:
5
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
Saved in:
6
An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris
;
Garrett, Ian
;
Hinich, Melvin J.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
Saved in:
7
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
Saved in:
8
Simulating convertible bond
arbitrage
portfolios
Hutchinson, Mark C.
;
Gallagher, Liam
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1247-1262
Persistent link: https://www.econbiz.de/10003760264
Saved in:
9
Interest rate differentials, market integration, and the efficiency of commodity futures markets
Jumah, Adusei
;
Karbuz, Sohbet
;
Rünstler, Gerhard
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 101-108
Persistent link: https://www.econbiz.de/10001363845
Saved in:
10
Degree of market imperfections : evidence from four Asian index futures markets
Wang, Janchung
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1233-1246
Persistent link: https://www.econbiz.de/10003760260
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