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The effects of stock index futures trading on stock index volatility: an analysis of the asymmetric response of volatility to news.
Antoniou, Antonios; Holmes, Phil; Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005249083
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Stock Index Futures and the October 1987 Stock Market Crash
Antoniou, Antonios; Garrett, Ian - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005249091
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The Capital Asset Pricing Model and Weekly Futures Returns : The Case of the FTSE-100 Stock Index Futures Contract
Antoniou, Antonios; Holmes, Philip - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761327
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Futures market efficiency, the unbiasedness hypothesis and variance bounds tests: the case of the FTSE-100 Futures Contract .
Antoniou, Antonios; Holmes, Phil - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761329
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Efficient Predictions of Inefficient Markets : An Analysis of Commodity Spot and Futures Markets
Antoniou, Antonios; Foster, Andrew - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761332
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The Relationship between Futures Trading and Spot Price Volatility: Distinguishing Between the Message and the Messenger
Antoniou, Antonios; Holmes, Philip - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761334
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The APT vs. the CAPM as a Description of Security Returns: The United Kindom Experience
Antoniou, Antonios; Garrett, Ian; Priestly, R. - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761338
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Are Financial Markets Effectively Functioning? Some Evidence From the UK Stock and Stock Index Futures Markets
Antoniou, Antonios; Garrett, Ian - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005169784
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Tests of Futures Market Efficiency using Cointegration
Antoniou, Antonios; Foster, Andrew - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005169785
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The Effect of Regulatory Announcements on the Cost of Equity Capital of British Telecom (Revised May 1996)
Antoniou, Antonios; Pescetto, Gioia - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403811