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Clare, Andrew
21
Thomas, Stephen
12
Priestley, Richard
4
Gwilym, Owain Ap
3
Miffre, Joelle
3
Seaton, James
3
Ap Gwilym, Owain
2
Buckle, Mike
2
ap Gwilym, Owain
2
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1
Caiazza, Stefano
1
Casu, Barbara
1
Gulamhussen, Mohamed Azzim
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Gwilym, Owain ap
1
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Journal of business finance & accounting : JBFA
5
Applied financial economics
3
Journal of banking & finance
2
The journal of asset management
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of wealth management
2
Ekonomia : the journal of the Cyprus Economic Society
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of multinational financial management
1
The European journal of finance
1
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1
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OLC EcoSci
ECONIS (ZBW)
156
RePEc
53
BASE
3
Other ZBW resources
2
EconStor
1
USB Cologne (EcoSocSci)
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The cross section of expected futures returns and the Keynesian hypothesis
Miffre, Joelle
- In:
Applied financial economics
13
(
2003
)
10
,
pp. 731-740
Persistent link: https://www.econbiz.de/10007655171
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2
The predictability of futures returns: rational variation in required returns or market inefficiency?
Miffre, Joelle
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 715-724
Persistent link: https://www.econbiz.de/10007660443
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3
Sources of Systematic Risk in Futures and Spot Markets: A Study of Market Integration
Miffre, Joelle
;
Priestley, Richard
- In:
Journal of business finance & accounting : JBFA
27
(
2000
)
7-8
,
pp. 933-952
Persistent link: https://www.econbiz.de/10006981836
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4
Extreme price clustering in the London equity index futures and options markets
ap Gwilym, Owain
;
Clare, Andrew
;
Thomas, Stephen
- In:
Journal of banking & finance
22
(
1998
)
9
,
pp. 1193-1206
Persistent link: https://www.econbiz.de/10005900563
Saved in:
5
Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies
Casu, Barbara
;
Clare, Andrew
;
Sarkisyan, Anna
;
Thomas, …
- In:
The European journal of finance
17
(
2011
)
9
,
pp. 769-789
Persistent link: https://www.econbiz.de/10009343740
Saved in:
6
The Robustness of the APT to Alternative Estimators
Clare, Andrew
;
Priestley, Richard
;
Thomas, Stephen
- In:
Journal of business finance & accounting : JBFA
24
(
1997
)
5
,
pp. 645-656
Persistent link: https://www.econbiz.de/10006998326
Saved in:
7
Aggregate market returns and UK unit trust net acquisitions
Clare, Andrew
;
Moschetti, Philip
- In:
Applied financial economics
12
(
2002
)
7
,
pp. 457-468
Persistent link: https://www.econbiz.de/10007662856
Saved in:
8
Calculating the probability of failure of the Norwegian banking sector
Clare, Andrew
;
Priestley, Richard
- In:
Journal of multinational financial management
12
(
2002
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10007111120
Saved in:
9
Price clustering and bid-ask spreads in international bond futures
ap Gwilym, Owain
;
Clare, Andrew
;
Thomas, Stephen
- In:
Journal of international financial markets, …
8
(
1998
)
3
,
pp. 377-392
Persistent link: https://www.econbiz.de/10007124424
Saved in:
10
THE TRANSACTION-BY-TRANSACTION ADJUSTMENT OF INTEREST RATE AND EQUITY INDEX FUTURES MARKETS TO MACROECONOMIC ANNOUNCEMENTS - One of the fundamental precepts of modern financial theory, well supported by empirical evidence from analysis of market closing prices, is that financial markets incorporate new information very efficiently. However, as more high-frequency data on transaction prices become ...
Gwilym, Owain Ap
;
Buckle, Mike
;
Clare, Andrew
;
Thomas, …
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 7-17
Persistent link: https://www.econbiz.de/10007346978
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