Amanote Research

Amanote Research

    RegisterSign In

Can We Explain the Dynamics of the UK FTSE 100 Stock and Stock Index Futures Markets?

Applied Financial Economics
doi 10.1080/09603100110087996
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2002

Authors
Chris BrooksIan Garrett
Publisher

Informa UK Limited


Related search

Evolutionary Arbitrage for FTSE-100 Index Options and Futures

English

Taxes and the Pricing of Stock Index Futures

Journal of Finance
AccountingEconomicsEconometricsFinance
1983English

Volatility and Skewness Spillover Between Stock Index and Stock Index Futures Markets During a Crash Period: New Evidence From China

International Review of Economics and Finance
EconomicsFinanceEconometrics
2020English

An Examination of the Relationship Between Stock Index Cash and Futures Markets: A Cointegration Approach

Journal of Futures Markets
ManagementFinanceBusinessEconomicsAccountingEconometrics
1998English

Multifractal Dynamics of Stock Markets

Acta Physica Polonica A
AstronomyPhysics
2010English

An Empirical Analysis of the Interaction Between Shanghai and Shenzhen 300 Stock Index Futures and Stock

DEStech Transactions on Social Science, Education and Human Science
2017English

Time-Varying Volatility in Canadian and U.S. Stock Index and Index Futures Markets: A Multivariate Analysis

Journal of Financial Research
AccountingFinance
2000English

Factors Affecting Stock Price: The Case of Thailand Stock Exchange Set 100 Index

2019English

The Impact of Stock Index Futures on Spot Market Volatility

2016English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy