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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)
The efficiency of stock and options markets : tests based on 1992 UK election opinion polls
Ap Gwilym, Owain, (1994)