Futures market efficiency, the unbiasedness hypothesis and variance bounds tests The case of the FTSE-100 Futures Contract

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...

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...

Testing the efficiency of the U.K. financial futures markets.

Lyons, Gerard P.

January 1986

PhDThis thesis tests the efficiency of the U.K. financial futures market, using data over the perio...

Futures market efficiency, the unbiasedness hypothesis and variance bounds tests The case of the FTSE-100 futures contract

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

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(95-12) / BLDSC - British L...

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...

Ex ante hedging effectiveness of stock index futures contracts Evidence for the FTSE-100 and FTSE-mid250 contracts

Butterworth, D.
Holmes, P.
Durham Univ. (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.1059(184) / BLDSC - British Libr...

Testing efficiency and the unbiasedness hypothesis of the emerging greek futures market

Dimitris F. Kenourgios A

January 2016

This paper investigates the joint hypothesis of market efficiency and unbiasedness of futures prices...

The hedging effectiveness of stock index futures Evidence for the FTSE-100 and FTSE-mid250 indexes

Butterworth, D.
Holmes, P
Durham Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.1059(DU-DE-WP--176) / BLDSC - Br...

Futures market efficiency: evidence from unevenly spread contracts

Paul Newbold
Tony Rayner
Christine Ennew
Emanuela Marrocu

January 1999

The hypothesis that futures price is an unbiased predictor of the future spot price has been one of ...

The hedging effectiveness of futures markets Evidence from commodity and stock markets

Moftah Alghazali, Idries Omran

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN061552 / BLDSC - British Library ...

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 ...

The hedging effectiveness of UK stock index futures contracts using an extended mean gini approach Evidence for the FTSE 100 and FTSE mid 250 contracts

Butterworth, D.
Holmes, P.
Durham Univ. (United Kingdom). Dept. of Economics and Finance

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.10595(no 2001/09) / BLDSC - Brit...

The predictability and performance of the market volatility forecast implied by the premiums of FTSE100 index option contracts

Jones, G.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN029508 / 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...

Testing for non-linearity in the foreign currency futures market

Mahmood, W.M.
University of Wales, Bangor (United Kingdom). School of Accounting, Banking and Economics

January 1997

Paper presented at the University of Wales Colloquium in Accounting and Finance, Gregynog, 9-11 Apr ...

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...

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...

Testing the efficiency of the U.K. financial futures markets.

Lyons, Gerard P.

January 1986

PhDThis thesis tests the efficiency of the U.K. financial futures market, using data over the perio...

Futures market efficiency, the unbiasedness hypothesis and variance bounds tests The case of the FTSE-100 futures contract

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

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(95-12) / BLDSC - British L...

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...

Ex ante hedging effectiveness of stock index futures contracts Evidence for the FTSE-100 and FTSE-mid250 contracts

Butterworth, D.
Holmes, P.
Durham Univ. (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.1059(184) / BLDSC - British Libr...

Testing efficiency and the unbiasedness hypothesis of the emerging greek futures market

Dimitris F. Kenourgios A

January 2016

This paper investigates the joint hypothesis of market efficiency and unbiasedness of futures prices...

The hedging effectiveness of stock index futures Evidence for the FTSE-100 and FTSE-mid250 indexes

Butterworth, D.
Holmes, P
Durham Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.1059(DU-DE-WP--176) / BLDSC - Br...

Futures market efficiency: evidence from unevenly spread contracts

Paul Newbold
Tony Rayner
Christine Ennew
Emanuela Marrocu

January 1999

The hypothesis that futures price is an unbiased predictor of the future spot price has been one of ...

The hedging effectiveness of futures markets Evidence from commodity and stock markets

Moftah Alghazali, Idries Omran

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN061552 / BLDSC - British Library ...

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 ...

The hedging effectiveness of UK stock index futures contracts using an extended mean gini approach Evidence for the FTSE 100 and FTSE mid 250 contracts

Butterworth, D.
Holmes, P.
Durham Univ. (United Kingdom). Dept. of Economics and Finance

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.10595(no 2001/09) / BLDSC - Brit...

The predictability and performance of the market volatility forecast implied by the premiums of FTSE100 index option contracts

Jones, G.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN029508 / 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...

Testing for non-linearity in the foreign currency futures market

Mahmood, W.M.
University of Wales, Bangor (United Kingdom). School of Accounting, Banking and Economics

January 1997

Paper presented at the University of Wales Colloquium in Accounting and Finance, Gregynog, 9-11 Apr ...

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...

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...

Testing the efficiency of the U.K. financial futures markets.

Lyons, Gerard P.

January 1986

PhDThis thesis tests the efficiency of the U.K. financial futures market, using data over the perio...

Futures market efficiency, the unbiasedness hypothesis and variance bounds tests The case of the FTSE-100 Futures Contract

Abstract

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Futures market efficiency, the unbiasedness hypothesis and variance bounds tests The case of the FTSE-100 Futures Contract

Abstract

Extracted data

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