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~subject:"Index futures"
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Index futures
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Ap Gwilym, Owain
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Alsakka, Rasha
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The journal of futures markets
4
Applied financial economics
1
Finance research letters
1
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1
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1
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ECONIS (ZBW)
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1
Sovereign rating actions and the implied volatility of stock index options
Tran, Vu
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
International review of financial analysis
34
(
2014
),
pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
Saved in:
2
Intra-day volatility components in FTSE-100 stock index futures
Speight, Alan E. H.
;
McMillan, David G.
;
Ap Gwilym, Owain
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 425-444
Persistent link: https://www.econbiz.de/10001500111
Saved in:
3
Volatility forecasting in the framework of the option expiry cycle
Ap Gwilym, Owain
;
Buckle, Michael J.
- In:
The European journal of finance
5
(
1999
)
1
,
pp. 73-94
Persistent link: https://www.econbiz.de/10001439610
Saved in:
4
The bid-ask spread in stock index options : an ordered probit analysis
Ap Gwilym, Owain
- In:
The journal of futures markets
18
(
1998
)
4
,
pp. 467-485
Persistent link: https://www.econbiz.de/10001242637
Saved in:
5
Extreme price clustering in the London equity index futures and options markets
Ap Gwilym, Owain
- In:
Journal of banking & finance
22
(
1998
)
9
,
pp. 1193-1206
Persistent link: https://www.econbiz.de/10001249317
Saved in:
6
The lead-lag relationship between the FTSE100 stock index and its derivative contracts
Ap Gwilym, Owain
;
Buckle, Michael J.
- In:
Applied financial economics
11
(
2001
)
4
,
pp. 385-393
Persistent link: https://www.econbiz.de/10001594854
Saved in:
7
Decreased price clustering in FTSE 100 futures contracts following a transfer from floor to electronic trading
Ap Gwilym, Owain
;
Alibo, Evamena
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 647-659
Persistent link: https://www.econbiz.de/10001769717
Saved in:
8
Size clustering in the FTSE 100 index futures market
Ap Gwilym, Owain
;
Lei Meng
- In:
The journal of futures markets
30
(
2010
)
5
,
pp. 432-443
Persistent link: https://www.econbiz.de/10003962634
Saved in:
9
Commonality in liquidity across options and stock futures markets
Benzennou, Bouchra
;
Ap Gwilym, Owain
;
Williams, Gwion
- In:
Finance research letters
32
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430742
Saved in:
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