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Experimental use of non-medical information services

Holmes, P. L. - 1977

Persistent link: https://www.econbiz.de/10000093855

MARC as a database

Shaw, C. M.; Holmes, P. L. - In: International On-Line Information Meeting 1 (1977), pp. 123-130

Persistent link: https://www.econbiz.de/10002798127

Ex ante heding effectiveness of UK stock index futures contracts : evidence for the FTSE 100 and FTSE mid 250 contracts

Butterworth, Darren; Holmes, Philip - In: European financial management : the journal of the … 6 (2000) 4, pp. 441-457

Persistent link: https://www.econbiz.de/10001531923

The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news

Antoniou, Antonios - In: The journal of futures markets 18 (1998) 2, pp. 151-166

Persistent link: https://www.econbiz.de/10001239196

The market structure of the estate agents industry in the 1980s : an empirical investigation

Dietrich, Michael - In: Applied economics 22 (1990) 5, pp. 629-638

Persistent link: https://www.econbiz.de/10001085381

Inter-market spread trading : evidence from UK index futures markets

Butterworth, Darren; Holmes, Philip - In: Applied financial economics 12 (2002) 11, pp. 783-790

Persistent link: https://www.econbiz.de/10001711920

The hedging effectiveness of UK stock index futures contracts using an extended mean gini approach : evidence for the FTSE 100 and FTSE mid 250 contracts

Holmes, Phil; Butterworth, Darren - 2001

Persistent link: https://www.econbiz.de/10001641293

Trading volume and contract rollover in futures contracts

Holmes, Philip; Rougier, Jonathan - In: Journal of empirical finance 12 (2005) 2, pp. 317-338

Persistent link: https://www.econbiz.de/10002685128

Information and noise in U.K. futures markets

Holmes, Philip; Tomsett, Mark - In: The journal of futures markets 24 (2004) 8, pp. 711-731

Persistent link: https://www.econbiz.de/10002138805

The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach : Evidence for the FTSE 100 and FTSE Mid250 Contracts

Butterworth, Darren - 2016

This paper provides the first investigation of the hedging effectiveness of the FTSE 100 and FTSE Mid 250 stock index futures contracts using hedge ratios generated within an extended mean Gini framework. This framework provides a robust alternative to the standard minimum variance approach, by...

Persistent link: https://www.econbiz.de/10013004394