Inter-market spread trading Evidence from UK index futures markets

Trading volume and contract rollover in stock index futures

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

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.1059(187) / BLDSC - British Libr...

Spreads in centralised markets

Gerber, S.
Simmons, P.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 96/8) / BLDSC - British...

An investigation into the role and impact of the volume of trade in UK futures markets

Tomsett, M.P.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN033090 / BLDSC - British Library D...

Index futures and positive feedback trading Evidence from major stock exchanges

Antoniou, A.
Koutmos, G.
Pericli, A.
Durham Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.1059(199) / BLDSC - British Libr...

Pricing of stock index futures spreads Theory and evidence

Yadav, P.K.
Pope, P.F.
Strathclyde Univ., Glasgow (United Kingdom). Dept. of Accounting and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.21465(92/043) / BLDSC - British ...

Futures markets efficiency Evidence from unevenly spaced contracts

Newbold, P.
Rayner, T.
Ennew, C.
Nottingham Univ. (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(99/34) / BLDSC - British L...

Inter-listed stocks and information transmission European evidence

Asimakopoulos, I.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN025807 / BLDSC - British Library D...

Systematic risk and returns to stock index futures contracts International evidence

Antoniou, A.
Holmes, P.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(93-01) / BLDSC - British L...

Effects of futures trading on the spot market bid-ask spread

Simmons, P.
Gerber, S.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 94/27) / BLDSC - Britis...

Futures trading on commodity markets

Koettering, A.H

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:D171098 / BLDSC - British Library Do...

The effects of futures trading on cash market volatility Evidence from the London Stock Exchange

Robinson, G
Bank of England, London (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.8308(BE-WPS--19) / BLDSC - Brit...

Evidence of risk premia in foreign currency futures markets

McCurdy, T
London School of Economics and Political Science (United Kingdom). Financial Markets Group

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--60) / BLDSC - B...

The economics of stock index futures Theory and evidence

Holmes, R.R

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:DX177427 / BLDSC - British Library D...

The dual listing of stock index futures Arbitrage, spread arbitrage and currency risk

Board, J.
Sutcliffe, C.
Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(no 94-76) / BLDSC - Britis...

The overnight interbank market Evidence from the G7 and the Euro zone

Prati, A.
Bartolini, L.
Bertola, G.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

Trading volume and contract rollover in stock index futures

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

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.1059(187) / BLDSC - British Libr...

Spreads in centralised markets

Gerber, S.
Simmons, P.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 96/8) / BLDSC - British...

An investigation into the role and impact of the volume of trade in UK futures markets

Tomsett, M.P.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN033090 / BLDSC - British Library D...

Index futures and positive feedback trading Evidence from major stock exchanges

Antoniou, A.
Koutmos, G.
Pericli, A.
Durham Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.1059(199) / BLDSC - British Libr...

Pricing of stock index futures spreads Theory and evidence

Yadav, P.K.
Pope, P.F.
Strathclyde Univ., Glasgow (United Kingdom). Dept. of Accounting and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.21465(92/043) / BLDSC - British ...

Futures markets efficiency Evidence from unevenly spaced contracts

Newbold, P.
Rayner, T.
Ennew, C.
Nottingham Univ. (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(99/34) / BLDSC - British L...

Inter-listed stocks and information transmission European evidence

Asimakopoulos, I.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN025807 / BLDSC - British Library D...

Systematic risk and returns to stock index futures contracts International evidence

Antoniou, A.
Holmes, P.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(93-01) / BLDSC - British L...

Effects of futures trading on the spot market bid-ask spread

Simmons, P.
Gerber, S.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 94/27) / BLDSC - Britis...

Futures trading on commodity markets

Koettering, A.H

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:D171098 / BLDSC - British Library Do...

The effects of futures trading on cash market volatility Evidence from the London Stock Exchange

Robinson, G
Bank of England, London (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.8308(BE-WPS--19) / BLDSC - Brit...

Evidence of risk premia in foreign currency futures markets

McCurdy, T
London School of Economics and Political Science (United Kingdom). Financial Markets Group

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--60) / BLDSC - B...

The economics of stock index futures Theory and evidence

Holmes, R.R

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:DX177427 / BLDSC - British Library D...

The dual listing of stock index futures Arbitrage, spread arbitrage and currency risk

Board, J.
Sutcliffe, C.
Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(no 94-76) / BLDSC - Britis...

The overnight interbank market Evidence from the G7 and the Euro zone

Prati, A.
Bartolini, L.
Bertola, G.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

Trading volume and contract rollover in stock index futures

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

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.1059(187) / BLDSC - British Libr...

Spreads in centralised markets

Gerber, S.
Simmons, P.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 96/8) / BLDSC - British...

An investigation into the role and impact of the volume of trade in UK futures markets

Tomsett, M.P.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN033090 / BLDSC - British Library D...

Inter-market spread trading Evidence from UK index futures markets

Abstract

Extracted data

Inter-market spread trading Evidence from UK index futures markets

Abstract

Extracted data

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