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The lead-lag relationship between the FTSE100 stock index and its derivative contracts
Ap Gwilym, Owain; Buckle, Michael J. - In: Applied financial economics 11 (2001) 4, pp. 385-393
Persistent link: https://www.econbiz.de/10001594854
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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
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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
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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
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Stock return predictability or mismeasured risk?
Clare, Andrew D. - In: Applied financial economics 7 (1997) 6, pp. 679-687
Persistent link: https://www.econbiz.de/10001240753
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Stock returns and inflation : a macro analysis
Groenewold, Nicolaas - In: Applied financial economics 7 (1997) 2, pp. 127-136
Persistent link: https://www.econbiz.de/10001227580
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The lead-lag relationship between the FTSE100 stock index and its derivative contracts
Gwilym, Owain Ap; Buckle, Mike - In: Applied financial economics 11 (2001) 4, pp. 385-394
Persistent link: https://www.econbiz.de/10007668572