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An analysis of illiquidity in commodity markets

Cho, Sungjun; Ganepola, Chanaka N.; Garrett, Ian - In: Journal of Futures Markets 39 (2019) 8, pp. 962-984

Persistent link: https://www.econbiz.de/10012082198

Intraday and interday basis dynamics : evidence from the FTSE 100 index futures market

Garrett, Ian (contributor); Taylor, Nicholas (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 2, pp. 133-152

Persistent link: https://www.econbiz.de/10001769747

On the prediction of financial distress in developed and emerging markets : Does the choice of accounting and market information matter? A comparison of UK and Indian Firms

Charalambakis, Evangelos C.; Garrett, Ian - In: Review of quantitative finance and accounting 47 (2016) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011595544

On corporate capital structure adjustments

Dang, Viet Anh; Garrett, Ian - In: Finance research letters 14 (2015), pp. 56-63

Persistent link: https://www.econbiz.de/10011552600

Are CEOs judged on their companies' social reputation?

Cai, Xiangshang; Gao, Ning; Garrett, Ian; Xu, Yan - In: The journal of corporate finance : contracting, … 64 (2020), pp. 1-29

Persistent link: https://www.econbiz.de/10012295765

Dynamic linkages across country yield curves : the effects of global and local yield curve factors on US, UK and GERMAN yields

Coroneo, Laura; Garrett, Ian; Sanhueza, Javier - In: New methods in fixed income modeling : fixed income modeling, (pp. 205-222). 2018

Persistent link: https://www.econbiz.de/10012011654

On corporate financial distress prediction : what can we learn from private firms in a developing economy? : evidence from Greece

Charalambakis, Evangelos C.; Garrett, Ian - In: Review of quantitative finance and accounting 52 (2019) 2, pp. 467-491

Persistent link: https://www.econbiz.de/10012171669

Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market

Liu, Wei; Garrett, Ian - In: Economic modelling 128 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014464307

Early exercise, implied volatility spread and future stock return : jumps bind them all

Garrett, Ian; Gazi, Adnan - In: The journal of futures markets 44 (2024) 5, pp. 720-743

Persistent link: https://www.econbiz.de/10014536677

Tests of non-linearity using LIFFE futures transactions price data

Ap Gwilym, O.; Brooks, C.; Clare, A.; Thomas, S. - 1999

This paper presents and implements a number of tests for non-linear dependence and a test for chaos using transactions prices on three LIFFE futures contracts: the Short Sterling interest rate contract, the Long Gilt government bond contract, and the FTSE 100 stock index futures contract. While...

Persistent link: https://www.econbiz.de/10009457910