Narrow search
Showing 1 - 10 of 30
Cover Image
Nonlinear Dynamics in Real-time Equity Market Indices: Evidence from the United Kingdom
Abhyankar, A.; Copeland, L.S.; Wong, W. - In: The economic journal : the journal of the Royal … 105 (1995) 431, pp. 864-880
Persistent link: https://www.econbiz.de/10007413446
Cover Image
Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100
Abhyankar, A.; Copeland, L.S.; Wong, W. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10008220224
Cover Image
Life cycle cost modelling using marked point processes
Karyagina, M.; Wong, W.; Vlacic, L. - In: Reliability engineering & system safety 59 (1998) 3, pp. 291-298
Persistent link: https://www.econbiz.de/10006848462
Cover Image
Return and Volatility Dynamics in the FT-SE 100 Stock Index and Stock Index Futures Markets
Abhyankar, Abhay H. - In: The journal of futures markets 15 (1995) 4, pp. 457-488
Persistent link: https://www.econbiz.de/10006862281
Cover Image
Bid-ask Spreads, Trading Volume and Volatility: Intra-day Evidence from the London Stock Exchange
Abhyankar, A.; Ghosh, D.; Levin, E.; Limmack, R.J. - In: Journal of business finance & accounting : JBFA 24 (1997) 3-4, pp. 343-362
Persistent link: https://www.econbiz.de/10006998954
Cover Image
Investment Trust Discounts and Abnormal Returns: UK Evidence
Cheng, A.; Copeland, L.; O'Hanlon, J. - In: Journal of business finance & accounting : JBFA 21 (1994) 6, pp. 813-832
Persistent link: https://www.econbiz.de/10007014168
Cover Image
The Determinants of Implied Volatility: A Test Using LIFFE Option Prices
Copeland, L.; Poon, S.H.; Stapleton, R.C. - In: Journal of business finance & accounting : JBFA 27 (2000) 7-8, pp. 859-886
Persistent link: https://www.econbiz.de/10006981839
Cover Image
Long-horizon event studies and event firm portfolio weights: Evidence from U.K. rights issues re-visited
Abhyankar, Abhay; Ho, Keng-Yu - In: International review of financial analysis 16 (2007) 1, pp. 61-80
Persistent link: https://www.econbiz.de/10007392028
Cover Image
Linear and Nonlinear Granger Causality: Evidence from the U.K. Stock Index Futures Market
Abhyankar, Abhay - In: The journal of futures markets 18 (1998) 5, pp. 519-540
Persistent link: https://www.econbiz.de/10007354842
Cover Image
Call for Papers for Special Issue on International Corporate Governance - Does Conditioning Information Matter in Estimating Continuous Time Interest Rate Diffusions?
Abhyankar, Abhay; Basu, Devraj - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 3, pp. 335-344
Persistent link: https://www.econbiz.de/10006696444