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LIFFE cycles : intraday evidence from the FTSE-100 Stock Index futures market
Abhyankar, Abhay; Copeland, Laurence S.; Wong, W. - In: The European journal of finance 5 (1999) 2, pp. 123-139
Persistent link: https://www.econbiz.de/10001439629
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The index futures markets : Is screen trading more efficient?
Copeland, Laurence S.; Lam, Kin; Jones, Sally-Ann - In: The journal of futures markets 24 (2004) 4, pp. 337-357
Persistent link: https://www.econbiz.de/10002005362
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Hedging effectiveness in the index futures market
Copeland, Laurence S. (contributor); Zhu, Yanhui (contributor) - 2006
Persistent link: https://www.econbiz.de/10003390738
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The CDS-bond basis puzzle in the financial sector
Kryukova, Marina; Copeland, Laurence S. - 2015
Persistent link: https://www.econbiz.de/10011471435
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Institutional investment constraints and stock prices
Cao, Jie Jay; Han, Bing; Wang, Qinghai - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 2, pp. 465-489
Persistent link: https://www.econbiz.de/10011742051
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Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
Cao, Jie Jay; Han, Bing - In: Journal of banking & finance 73 (2016), pp. 1-15
Persistent link: https://www.econbiz.de/10011635615
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The return predictability of carbon emissions : evidence from Hong Kong and Singapore
Cao, Jie Jay; Zhan, Xintong (Eunice); Zhang, Weiming … - In: Pacific-Basin finance journal 82 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014463367
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Intertemporal pricing via nonparametric estimation : integrating reference effects and consumer heterogeneity
Jiang, Hansheng; Cao, Junyu; Shen, Zuo-Jun - In: Manufacturing & service operations management : M & SOM 26 (2024) 1, pp. 28-46
Persistent link: https://www.econbiz.de/10014471213