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Anticipatory effects in the FTSE 100 index revisions

Fernandes, Marcelo; Mergulhão, João - 2015

This paper examines the price impact of trading due to expected changes in the FTSE 100 index composition, which employs publicly-known objective criteria to determine membership. Hence, it provides a natural context to investigate anticipatory trading effects. We propose a panel-regression...

Persistent link: https://www.econbiz.de/10011405289

Reforming LIBOR and other financial market benchmarks

Duffie, Darrell; Stein, Jeremy C. - In: The journal of economic perspectives : EP ; a journal … 29 (2015) 2, pp. 191-212

Persistent link: https://www.econbiz.de/10011409490

The application of hedonic indexing methods : a study of house prices in the United Kingdom

Fleming, Michael G.; Nellis, Joseph G. - In: Statistical journal of the United Nations Economic … 3 (1985) 3, pp. 249-270

Persistent link: https://www.econbiz.de/10002192039

Semiparametric estimation of the fractional differencing parameter in the UK industrial production index

Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 11, pp. 1205-1217

Persistent link: https://www.econbiz.de/10002127741

Economic arithmetic

Marris, Robin - 1958

Persistent link: https://www.econbiz.de/10002296823

The Index of industrial production : Method of compilation. Central Statistical Off. Sept. 1959

1959

Persistent link: https://www.econbiz.de/10002280921

The index of industrial production and other output measures : Central Statistical Off.

1970

Persistent link: https://www.econbiz.de/10002306260

Price index numbers for current cost accounting

1976 - [2. ed.]

Persistent link: https://www.econbiz.de/10003212642

Retail prices indices, 1914-1984

1985

Persistent link: https://www.econbiz.de/10003232047

Price index in U.K. and in a few other countries : a brief study

Verma, N. K. - In: Indian labour journal : a monthly publication 24 (1983) 12, pp. 1883-1894

Persistent link: https://www.econbiz.de/10002955654

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