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Thong Minh Dao; McGroarty, Frank; Urquhart, Andrew - In: Journal of international financial markets, … 59 (2019), pp. 153-164

Persistent link: https://www.econbiz.de/10012127891

Arbitrage and the Law of One Price in the Market for American Depository Receipts

Alsayed, Hamad; McGroarty, Frank - 2011

This is the first paper to consider pairs trading as a mechanism by which the Law of One Price is enforced between stocks and American Depository Receipts (ADRs). Using intraday contemporaneous data spanning 2007-2009, pairs trading between UK stocks and ADRs yields 5% annually net of costs,...

Persistent link: https://www.econbiz.de/10014178679

An international CAPM for bonds and equities

Thomas, Stephen; Wickens, Michael - 1992

Persistent link: https://www.econbiz.de/10000137106

Very long term equity investment strategies : real stock prices and mean reversion

Ap Gwilym, Owain; Seaton, James; Thomas, Stephen - In: The journal of investing 17 (2008) 2, pp. 15-23

Persistent link: https://www.econbiz.de/10003758515

Can UK pension fund managers time the market?

Clare, Andrew D.; Cuthbertson, Keith; Nitzsche, Dirk; … - 2008

Persistent link: https://www.econbiz.de/10003741002

Prospective utility and time-varying optimal asset allocation for the UK : 1803 - 1995

McManus, Ian; Ap Gwilym, Owain; Thomas, Stephen - In: International journal of behavioural accounting and … 1 (2008/10) 2, pp. 95-110

Persistent link: https://www.econbiz.de/10003886335

The organisation & the costs of the decommissioning nuclear plants in the UK

Thomas, Stephen D. - In: Economia delle fonti di energia e dell'ambiente 51 (2008) 2, pp. 63-82

Persistent link: https://www.econbiz.de/10003871955

What future for nuclear power in a liberalised energy market?

Thomas, Stephen D. - In: UK energy policy and the end of market fundamentalism, (pp. 309-331). 2010

Persistent link: https://www.econbiz.de/10008989147

Dynamic migration between stock portfolios based on dividend yield and firm size

McManus, Ian; Ap Gwilym, Owain; Thomas, Stephen - In: Financial asset pricing : theory, global policy and dynamics, (pp. 29-59). 2011

Persistent link: https://www.econbiz.de/10009519858

Evaluating the British model of electricity deregulation

Thomas, Stephen D. - In: Annals of public and cooperative economics 75 (2004) 3, pp. 367-398

Persistent link: https://www.econbiz.de/10002221226