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Political risk and market efficiency : tests based in British stock and options markets in the 1987 election
Gemmill, Gordon, (1992)
Electronic trading systems and intraday non-linear dynamics : an examination of the FTSE 100 cash and futures returns
Cantó, Beatriu, (2007)
Arbitrage in political prediction markets
Stershic, Andrew, (2020)
Volatility forecasting in the framework of the option expiry cycle
Ap Gwilym, Owain, (1999)
The lead-lag relationship between the FTSE100 stock index and its derivative contracts
Ap Gwilym, Owain, (2001)
Forecasting volatility for options pricing for the UK stock market