Search
Add filters:
Use filters to refine the search results.
Item hits:
Issue Date | Title | Author(s) |
---|---|---|
1998 | On the unconditional and conditional cross section of expected futures returns | Miffre, JoeIle |
1992 | The pricing relationship between the FTSE 100 stock index and FTSE 100 stock index futures contract | Garrett, Ian |
1998 | Arbitrage in the FTSE 100 index futures | Kalogeropoulou, Joanna |
1997 | An empirical investigation of recent acquisition activity in the UK | Owen, Sian |
1994 | Anomalies on the London Stock Exchange: The influence of the bid-ask spread and nonsynchronous trading | Batty, Richard Andrew |
1994 | Approximate factor structures, macroeconomic and financial factors, unique and stable return generating processes and market anomalies: An empirical investigation of the robustness of the arbitrage pricing theory | Priestley, Richard |
1995 | Is financial statement information about future earnings changes impounded in returns? | Constantinou, Eleni |
1995 | The prediction of takeover targets in UK | Komis, Stelios |
Discover
Subject