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The APT vs. the CAPM as a Description of Security Returns: The United Kindom Experience
Antoniou, Antonios; Garrett, Ian; Priestly, R. - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761338
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Are Financial Markets Effectively Functioning? Some Evidence From the UK Stock and Stock Index Futures Markets
Antoniou, Antonios; Garrett, Ian - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005169784
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Common Factors and the Empirical Validity of the Arbitrage Pricing Theory
Antoniou, Antonios; Garrett, Ian; Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403815
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Did Membership of the Exchange Rate Mechanism Reduce the Equity Market Risk Premium ?
Antoniou, Antonios; Garrett, Ian; Priestly, R. - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403819
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To what extent did stock index futures contribute to the October 1987 stock market crash?
Antoniou, Antonios - In: The economic journal : the journal of the Royal … 103 (1993) 421, pp. 1444-1461
Persistent link: https://www.econbiz.de/10001153264
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Calculating the equity cost of capital using the APT : the impact of the ERM
Antoniou, Antonios; Garrett, Ian; Priestley, Richard - In: Journal of international money and finance 17 (1998) 6, pp. 949-965
Persistent link: https://www.econbiz.de/10001381763
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Macroeconomic variables as common pervasive risk factors and the empirical content of the arbitrage pricing theory
Antoniou, Antonios; Garrett, Ian; Priestley, Richard - In: Journal of empirical finance 5 (1998) 3, pp. 221-240
Persistent link: https://www.econbiz.de/10001668827
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Calculating the equity cost of capital using the APT: the impact of the ERM
Antoniou, Antonios; Garrett, Ian; Priestley, Richard - In: Journal of International Money and Finance 17 (1998) 6, pp. 949-965
Persistent link: https://www.econbiz.de/10005339387
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Macroeconomic variables as common pervasive risk factors and the empirical content of the arbitrage pricing theory
Antoniou, Antonios; Garrett, Ian; Priestley, Richard - In: Journal of empirical finance 5 (1998) 3, pp. 221-240
Persistent link: https://www.econbiz.de/10007247493
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To What Extent Did Stock Index Futures Contribute to the October 1987 Stock Market Crash?
Antoniou, Antonios; Garrett, Ian - In: Economic Journal 103 (1993) 421, pp. 1444-61
The authors examine the extent to which futures contributed to the stock market crash. Correcting for nonsynchronous trading, they find that this explained little of the behavior of the markets, leaving breakdown as the most probable explanation. The authors investigate breakdown by analyzing...
Persistent link: https://www.econbiz.de/10005393127