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Estimation and hedging with a one-factor Heath-Jarrow-Morton model
Ho, Lan-chih; Cadle, John; Theobald, Michael - In: The journal of derivatives : the official publication … 8 (2001) 4, pp. 49-61
Persistent link: https://www.econbiz.de/10001613583
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Interim dividend cuts and omissions in the UK
Balachandran, Balasingham - In: European financial management : the journal of the … 2 (1996) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10001196748
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Analysis of price reactions to interim dividend reductions : a note
Balachandran, Balasingham; Cadle, John; Theobald, Michael - In: Applied financial economics 9 (1999) 4, pp. 305-314
Persistent link: https://www.econbiz.de/10001454594
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Intradaily volatility and adjustment
Theobald, Michael; Yallup, Peter - In: Journal of international financial markets, … 15 (2005) 5, pp. 407-424
Persistent link: https://www.econbiz.de/10003270571
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Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael - In: Journal of banking & finance 20 (1996) 9, pp. 1509-1530
Persistent link: https://www.econbiz.de/10001207828
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Mean reversion and basis dynamics
Theobald, Michael; Yallup, Peter - In: The journal of futures markets 21 (2001) 9, pp. 797-818
Persistent link: https://www.econbiz.de/10001595304
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Hedging ratios and cash futures market linkages
Theobald, Michael - In: The journal of futures markets 17 (1997) 1, pp. 101-115
Persistent link: https://www.econbiz.de/10001216340
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Measuring cash-futures temporal effects in the UK using partial adjustment factors
Theobald, Michael - In: Journal of banking & finance 22 (1998) 2, pp. 221-243
Persistent link: https://www.econbiz.de/10001237027
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Currency impacts across European industrial classifications
Chotinaruemol, Akaravech; Theobald, Michael - 1995
Persistent link: https://www.econbiz.de/10000923347
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Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael; Yallup, Peter - 1996
Persistent link: https://www.econbiz.de/10000944066