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Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options
Sun, Peng; Sutcliffe, Charles - In: The journal of futures markets 23 (2003) 8, pp. 773-798
Persistent link: https://www.econbiz.de/10006822268
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Applying Operations Research Techniques to Financial Markets - Many OR techniques have proved useful in financial markets.
Board, John; Sutcliffe, Charles; Ziemba, William T. - In: Interfaces : the INFORMS journal on the practice of … 33 (2003) 2, pp. 12-24
Persistent link: https://www.econbiz.de/10006256393
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Forty Years of Normative Portfolio Theory: Issues, Controversies and Misconceptions
Frankfurter, George M.; Phillips, Herbert E.; … - In: Accounting and business research : a research quarterly … 28 (1997) 1, pp. 87
Persistent link: https://www.econbiz.de/10006202203
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Options Trading when the Underlying Market is Not Transparent
Board, John; Sutcliffe, Charles - In: The journal of futures markets 18 (1998) 2, pp. 225
Persistent link: https://www.econbiz.de/10007359315
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Is the Forward Rate for the Greek Drachma Unbiased ? A VECM Analysis with Both Overlapping and Non-Overlapping Data
Zacharatos, Nikolaos; Sutcliffe, Charles - In: Journal of financial management and analysis : … 15 (2002) 1, pp. 27-37
Persistent link: https://www.econbiz.de/10007164631
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Problems Encountered when Using High Frequency Financial Market Data : Suggested Solutions
Gwilym, Owain ap; Sutcliffe, Charles - In: Journal of financial management and analysis : … 14 (2001) 1, pp. 38-51
Persistent link: https://www.econbiz.de/10007169203
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The Relative Volatility of the Markets in Equities and Index Futures
Board, John; Sutcliffe, Charles - In: Journal of business finance & accounting : JBFA 22 (1995) 2, pp. 201-224
Persistent link: https://www.econbiz.de/10007009028
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Quantitative Non-Financial Information and Income Measures: The Case of Long Term Contracts
Rees, William; Sutcliffe, Charles - In: Journal of business finance & accounting : JBFA 21 (1994) 3, pp. 331-348
Persistent link: https://www.econbiz.de/10007014195
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Mathematical Modelling and Stochastic Simulation of Accounting Alternatives
Rees, William; Sutcliffe, Charles - In: Journal of business finance & accounting : JBFA 20 (1993) 3, pp. 351-358
Persistent link: https://www.econbiz.de/10007017688
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The Effect of Futures Market Volume on Spot Market Volatility
Board, John; Sandmann, Gleb; Sutcliffe, Charles - In: Journal of business finance & accounting : JBFA 28 (2001) 7-8, pp. 799-820
Persistent link: https://www.econbiz.de/10006977206