Drawing a framework from the organizational economics literature this study examines the
determinants of corporate (ie underwriting and investment related) financial performance in …

The early part of the twenty-first century has witnessed a sea-change in regulation of the
financial system following the financial crisis of 2007-2008. Prior to that financial crisis, the …

Using panel data (1997–1999) for 235 publicly listed companies in the People's Republic of
China, this study empirically tests the linkage between corporate risks and the decision to …

This paper examines the lead/lag relationships between the FTSE100 stock market index and
its related futures and options contracts, and also the interrelation between the derivatives …

The efficiency of stock and options markets in London during the 1992 election is examined.
The study updates Gemmill's 1992 study of the efficiency of the London stock and options …

The paper presents new UK evidence on the relative predictive performance of several implied
and historical volatilities. The Datastream combination of historical and implied volatilities …

In this paper, we study relative price discovery for three major US indices, their futures and
exchange traded funds (ETFs) using intra-day price movements from 2003 until 2013. The …

This paper focuses on the intraday behaviour of returns, volatility, volume and price reversals
for the Short Sterling interest rate and FTSE100 stock index futures contracts traded on the …

The microstructure of stock markets and futures markets has attracted considerable recent
attention, but the evidence relating to options markets is sparse, especially for the UK This …

This paper applies a visualized network approach to analyse the degree of integration or
comovement among global equity markets. We utilize daily prices of stock market indices of 57 …