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Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 16 (2006) 13, pp. 959-972
Persistent link: https://www.econbiz.de/10003377850
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International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.; Lin, Fu-lai; Chen, Mei-ling - In: Review of Pacific Basin financial markets and policies 13 (2010) 2, pp. 203-213
Persistent link: https://www.econbiz.de/10008857150
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Systematic sampling of nonlinear models : evidence on speed of adjustment in index futures markets
Payá, Ivan; Peel, David - In: The journal of futures markets 31 (2011) 2, pp. 192-203
Persistent link: https://www.econbiz.de/10008908405
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Returns to trading portfolios of FTSE 100 index options
Liu, Xiaoquan - In: Applied financial economics 17 (2007) 13/15, pp. 1211-1225
Persistent link: https://www.econbiz.de/10003590582
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Impact of US an UK macroeconomics news announcements on the return distribution implied by FTSE-100 index options
Äijö, Janne - In: Essays on macroeconomic news announcements and …. 2007
Persistent link: https://www.econbiz.de/10003612609
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Option-implied stock market expectations across the week : new evidence from the FTSE-100 index options
Äijö, Janne - In: Essays on macroeconomic news announcements and …. 2007
Persistent link: https://www.econbiz.de/10003612621
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The hedging effectiveness of UK stock index future contracts using an extended mean Gini approach : evidence for the FTSE 100 and FTSE Mid250 contracts
Butterworth, Darren; Holmes, Philip - In: Multinational finance journal : MF ; quarterly … 9 (2005) 3/4, pp. 131-160
Persistent link: https://www.econbiz.de/10003600212
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Hedging under the influence of transaction costs : an empirical investigation on FTSE 100 index options
Gregoriou, Andros; Healy, Jerome; Ioannidis, Christos - In: The journal of futures markets 27 (2007) 5, pp. 471-494
Persistent link: https://www.econbiz.de/10003493098
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A simplified approach to modeling the co-movement of asset returns
Harris, Richard D. F.; Stoja, Evarist; Tucker, Jon - In: The journal of futures markets 27 (2007) 6, pp. 575-598
Persistent link: https://www.econbiz.de/10003493113
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Size clustering in the FTSE 100 index futures market
Ap Gwilym, Owain; Lei Meng - In: The journal of futures markets 30 (2010) 5, pp. 432-443
Persistent link: https://www.econbiz.de/10003962634