Dynamic transmission mechanisms in the returns and volatilities of the large versus smaller U.K. stocks

Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets

Abhyankar, A.
Strathclyde Univ., Glasgow (United Kingdom). Dept. of Accounting and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.21465(92/037) / BLDSC - British ...

Temporary trade shocks and dynamic adjustment

Bevan, D.
Collier, P.
Gunning, J
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(93) / BLDSC - British Libra...

Price transmission The interaction between firm behaviour and returns to scale

McCorriston, S.
Morgan, C.
Rayner, A.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(00/17) / BLDSC - British L...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

International financial markets and national transmission mechanisms

Harris, L.
School of Oriental and African Studies (SOAS), London (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.965(no 48) / BLDSC - British Lib...

Trading volume and the subordinated stochastic process model of stock returns

Rougier, J
Durham Univ. (United Kingdom). Dept. of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1059(DUDE-WP--113) / BLDSC - Br...

Dispersion and volatility in stock returns An empirical investigation

Campbell, J.Y.
Kim, S.
Lettau, M.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1923) / BLDSC - British Lib...

Modelling volatility and correlation for tick-by-tick returns data using trading information and buy/sell signals

Lin, S.
Satchell, S.E.
Knight, J.L.
London Univ. (United Kingdom). Inst. for Financial Research

January 1998

Available from British Library Document Supply Centre-DSC:9350.164(46) / BLDSC - British Library Doc...

Market share mobility and dynamic competition

Cable, J
University of Wales, Aberystwyth (United Kingdom). Department of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:0539.127(93-08) / BLDSC - British Li...

Momentum in the UK stock market

Hon, M.
Tonks, I.
Bristol Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(no 01/516) / BLDSC - British...

A small structural empirical model of the UK monetary transmission mechanism

Thomas, R.
Pain, D.
Dhar, S.
Bank of England, London (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.8308(no 113) / BLDSC - British L...

The behaviour of intraday stock returns Hong Kong

Cheung, Y.

January 1993

Available from British Library Document Supply Centre-DSC:DX213741 / BLDSC - British Library Documen...

Nonlinear return and volatility dynamics in high frequency FTSE-100 stock index futures

McMillan, D.
Speight, A.
University of Wales, Swansea (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.980895(98-05) / BLDSC - British ...

Market share dynamics and entry/exit turbulence in industrial markets

Sutton, J.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3739.0605(000236980) / BLDSC - Britis...

Return-volume dynamics in UK Futures

McMillan, D.
Speight, A.
Saint Andrews Univ. (United Kingdom). Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98088(9916) / BLDSC - British Li...

Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets

Abhyankar, A.
Strathclyde Univ., Glasgow (United Kingdom). Dept. of Accounting and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.21465(92/037) / BLDSC - British ...

Temporary trade shocks and dynamic adjustment

Bevan, D.
Collier, P.
Gunning, J
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(93) / BLDSC - British Libra...

Price transmission The interaction between firm behaviour and returns to scale

McCorriston, S.
Morgan, C.
Rayner, A.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(00/17) / BLDSC - British L...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

International financial markets and national transmission mechanisms

Harris, L.
School of Oriental and African Studies (SOAS), London (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.965(no 48) / BLDSC - British Lib...

Trading volume and the subordinated stochastic process model of stock returns

Rougier, J
Durham Univ. (United Kingdom). Dept. of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1059(DUDE-WP--113) / BLDSC - Br...

Dispersion and volatility in stock returns An empirical investigation

Campbell, J.Y.
Kim, S.
Lettau, M.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1923) / BLDSC - British Lib...

Modelling volatility and correlation for tick-by-tick returns data using trading information and buy/sell signals

Lin, S.
Satchell, S.E.
Knight, J.L.
London Univ. (United Kingdom). Inst. for Financial Research

January 1998

Available from British Library Document Supply Centre-DSC:9350.164(46) / BLDSC - British Library Doc...

Market share mobility and dynamic competition

Cable, J
University of Wales, Aberystwyth (United Kingdom). Department of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:0539.127(93-08) / BLDSC - British Li...

Momentum in the UK stock market

Hon, M.
Tonks, I.
Bristol Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(no 01/516) / BLDSC - British...

A small structural empirical model of the UK monetary transmission mechanism

Thomas, R.
Pain, D.
Dhar, S.
Bank of England, London (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.8308(no 113) / BLDSC - British L...

The behaviour of intraday stock returns Hong Kong

Cheung, Y.

January 1993

Available from British Library Document Supply Centre-DSC:DX213741 / BLDSC - British Library Documen...

Nonlinear return and volatility dynamics in high frequency FTSE-100 stock index futures

McMillan, D.
Speight, A.
University of Wales, Swansea (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.980895(98-05) / BLDSC - British ...

Market share dynamics and entry/exit turbulence in industrial markets

Sutton, J.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3739.0605(000236980) / BLDSC - Britis...

Return-volume dynamics in UK Futures

McMillan, D.
Speight, A.
Saint Andrews Univ. (United Kingdom). Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98088(9916) / BLDSC - British Li...

Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets

Abhyankar, A.
Strathclyde Univ., Glasgow (United Kingdom). Dept. of Accounting and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.21465(92/037) / BLDSC - British ...

Temporary trade shocks and dynamic adjustment

Bevan, D.
Collier, P.
Gunning, J
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(93) / BLDSC - British Libra...

Price transmission The interaction between firm behaviour and returns to scale

McCorriston, S.
Morgan, C.
Rayner, A.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(00/17) / BLDSC - British L...

Dynamic transmission mechanisms in the returns and volatilities of the large versus smaller U.K. stocks

Abstract

Extracted data

Dynamic transmission mechanisms in the returns and volatilities of the large versus smaller U.K. stocks

Abstract

Extracted data

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