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Order imbalance in the FTSE index futures market : electronic versus open outcry trading
Ning, Zi, (2009)
The impact of stock index futures trading on daily returns seasonality : a multicountry study
Faff, Robert W., (2002)
A note on execution costs for stock index futures : information versus liquidity effects
Berkman, Henk, (2005)
Forecasting volatility for options pricing for the UK stock market
Ap Gwilym, Owain, (2001)
Intra-day volatility components in FTSE-100 stock index futures
Speight, Alan E. H., (2000)
Equity valuation effects of the issuance of convertible bonds : UK evidence
Wolfe, Simon, (1999)