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The Effect of Regulatory Announcements on the Cost of Equity Capital of British Telecom (Revised May 1996)
Antoniou, Antonios; Pescetto, Gioia - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403811
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Price Dominance Between Spot and Futures Markets : A Reexamination using Error-Correction Models
Antoniou, Antonios; Foster, Andrew - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403814
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Common Factors and the Empirical Validity of the Arbitrage Pricing Theory
Antoniou, Antonios; Garrett, Ian; Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403815
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Did Membership of the Exchange Rate Mechanism Reduce the Equity Market Risk Premium ?
Antoniou, Antonios; Garrett, Ian; Priestly, R. - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403819
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Systematic Risk and Returns to Stock Index Futures Contracts: International Evidence
Antoniou, Antonios; Holmes, Philip - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403826
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Futures Trading and Spot Market Volatility : Evidence for Brent Crude Oil Using GARCH
Antoniou, Antonios; Foster, Andrew - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403830
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Short-term and Long-term Efficiency in Commodity Spot and Futures Markets
Antoniou, Antonios; Foster, Andrew - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403834
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The Capital Asset Pricing Model and Weekly Futures Returns : The Case of the FTSE-100 Stock Index Futures Contract
Antoniou, Antonios; Holmes, Philip - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761327
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Futures market efficiency, the unbiasedness hypothesis and variance bounds tests: the case of the FTSE-100 Futures Contract .
Antoniou, Antonios; Holmes, Phil - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761329
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Efficient Predictions of Inefficient Markets : An Analysis of Commodity Spot and Futures Markets
Antoniou, Antonios; Foster, Andrew - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005761332