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~person:"Antoniou, Antonios"
~type_genre:"Aufsatz in Zeitschrift"
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Antoniou, Antonios
Holmes, Peter
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The journal of futures markets
2
Bulletin of economic research
1
European financial management : the journal of the European Financial Management Association
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Journal of banking & finance
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ECONIS (ZBW)
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The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios
- In:
The journal of futures markets
18
(
1998
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10001239196
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2
Market efficiency, thin trading and non-linear behaviour : evidence from an emerging market
Antoniou, Antonios
- In:
European financial management : the journal of the …
3
(
1997
)
2
,
pp. 175-190
Persistent link: https://www.econbiz.de/10001223644
Saved in:
3
Futures market efficiency, the unbiasedness hypothesis and variance-bounds tests : the case of the FTSE-100 futures contract
Antoniou, Antonios
- In:
Bulletin of economic research
48
(
1996
)
2
,
pp. 115-128
Persistent link: https://www.econbiz.de/10001201748
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4
Futures trading, information and spot price volatility : evidence for the FTSE-100 stock index futures contract using GARCH
Antoniou, Antonios
- In:
Journal of banking & finance
19
(
1995
)
1
,
pp. 117-129
Persistent link: https://www.econbiz.de/10001181872
Saved in:
5
Systematic risk and returns to stock index futures contracts : international evidence
Antoniou, Antonios
- In:
The journal of futures markets
14
(
1994
)
7
,
pp. 773-787
Persistent link: https://www.econbiz.de/10001171163
Saved in:
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