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Market efficiency, thin trading and non-linear behaviour : evidence from an emerging market
Antoniou, Antonios - In: European financial management : the journal of the … 3 (1997) 2, pp. 175-190
Persistent link: https://www.econbiz.de/10001223644
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Market Efficiency, Thin Trading and Non-linear Behaviour: Evidence from an Emerging Market
Antoniou, Antonios; Ergul, Nuray; Holmes, Phil - In: European financial management : the journal of the … 3 (1997) 2, pp. 175-190
Persistent link: https://www.econbiz.de/10005979751
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Systematic risk and returns to stock index futures contracts : international evidence
Antoniou, Antonios - In: The journal of futures markets 14 (1994) 7, pp. 773-787
Persistent link: https://www.econbiz.de/10001171163
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The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios - In: The journal of futures markets 18 (1998) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10001239196
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Futures market efficiency, the unbiasedness hypothesis and variance-bounds tests : the case of the FTSE-100 futures contract
Antoniou, Antonios - In: Bulletin of economic research 48 (1996) 2, pp. 115-128
Persistent link: https://www.econbiz.de/10001201748
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Futures trading, information and spot price volatility : evidence for the FTSE-100 stock index futures contract using GARCH
Antoniou, Antonios - In: Journal of banking & finance 19 (1995) 1, pp. 117-129
Persistent link: https://www.econbiz.de/10001181872
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The effects of stock index futures trading on stock index volatility: an analysis of the asymmetric response of volatility to news.
Antoniou, Antonios; Holmes, Phil; Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005249083
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The Effects of Stock Index Futures Trading on Stock Index Volatility: An Analysis of the Asymmetric Response of Volatility to News
Antoniou, Antonios; Holmes, Phil; Priestley, Richard - In: The journal of futures markets 18 (1998) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10007359319
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Systematic Risk and Returns to Stock Index Futures Contracts: International Evidence
Antoniou, Antonios; Holmes, Phil - In: The journal of futures markets 14 (1994) 7, pp. 773-788
Persistent link: https://www.econbiz.de/10006866694
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Futures Market Efficiency, the Unbiasedness Hypothesis and Variance-Bounds Tests: the Case of the FTSE-100 Futures Contract
Antoniou, Antonios; Holmes, Phil - In: Bulletin of economic research 48 (1996) 2, pp. 115-128
Persistent link: https://www.econbiz.de/10006675738