| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A random effects ordered probit model for rating migrations |
0 |
0 |
1 |
104 |
0 |
1 |
2 |
248 |
| A substitution effect between price clustering and size clustering in credit default swaps |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
67 |
| An analysis of bid-ask spreads on American-and European-style index options |
0 |
1 |
1 |
33 |
1 |
2 |
5 |
167 |
| An empirical comparison of quoted and implied bid-ask spreads on futures contracts |
0 |
0 |
2 |
59 |
0 |
0 |
4 |
237 |
| Are single stock futures used as an alternative during a short‐selling ban? |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
32 |
| Commonality in equity options liquidity: evidence from European Markets |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
22 |
| Commonality in liquidity across options and stock futures markets |
0 |
0 |
0 |
4 |
1 |
3 |
6 |
20 |
| Deal! Market reactions to the agreement on the EU Covid-19 recovery fund |
0 |
0 |
2 |
2 |
1 |
2 |
7 |
7 |
| Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
39 |
| Differences of opinion in sovereign credit signals during the European crisis |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
29 |
| Dividend Stability, Dividend Yield and Stock Returns: UK Evidence |
0 |
1 |
1 |
33 |
1 |
2 |
8 |
102 |
| Does competition improve sovereign credit rating quality? |
0 |
0 |
0 |
5 |
1 |
2 |
9 |
36 |
| Does sovereign creditworthiness affect bank valuations in emerging markets? |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
102 |
| Does the disclosure of unsolicited sovereign rating status affect bank ratings? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
| Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
9 |
| Foreign exchange market reactions to sovereign credit news |
2 |
7 |
10 |
138 |
4 |
10 |
18 |
451 |
| Forward/forward volatilities and the term structure of implied volatility |
0 |
2 |
8 |
213 |
0 |
4 |
18 |
434 |
| Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
22 |
| Heterogeneity of sovereign rating migrations in emerging countries |
0 |
0 |
0 |
72 |
0 |
0 |
3 |
371 |
| Impact of demographic and economic variables on financial policy purchase timing decisions |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
11 |
| In Search of Concepts: The Effects of Speculative Demand on Stock Returns |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
28 |
| International Evidence on the Payout Ratio, Earnings, Dividends, and Returns |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
| Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
5 |
| Intra‐day volatility components in FTSE‐100 stock index futures |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
20 |
| Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets |
0 |
1 |
1 |
3 |
0 |
1 |
1 |
18 |
| Leads and lags in sovereign credit ratings |
0 |
0 |
3 |
274 |
0 |
3 |
15 |
659 |
| Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe |
0 |
0 |
0 |
6 |
1 |
1 |
3 |
37 |
| Market reactions to the implementation of the Banking Union in Europe |
0 |
0 |
4 |
9 |
0 |
1 |
6 |
34 |
| Market structure and microstructure, in international interest rate futures markets |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
170 |
| Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU |
0 |
0 |
1 |
46 |
1 |
1 |
4 |
141 |
| Open interest, cross listing, and information shocks |
0 |
0 |
0 |
3 |
0 |
1 |
3 |
30 |
| Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
89 |
| Price clustering and bid-ask spreads in international bond futures |
0 |
0 |
0 |
43 |
0 |
0 |
2 |
157 |
| Price clustering and underpricing in the IPO aftermarket |
0 |
0 |
0 |
29 |
0 |
2 |
5 |
190 |
| Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995 |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
119 |
| Rating agencies' credit signals: An analysis of sovereign watch and outlook |
3 |
4 |
5 |
72 |
5 |
7 |
11 |
254 |
| Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers |
0 |
1 |
3 |
259 |
0 |
1 |
8 |
706 |
| Regulating rating agencies: A conservative behavioural change |
1 |
1 |
2 |
7 |
2 |
2 |
5 |
21 |
| Return reversals and the compass rose: insights from high frequency options data |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
88 |
| Size clustering in the FTSE100 index futures market |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
17 |
| Sovereign rating actions and the implied volatility of stock index options |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
81 |
| Speculate against speculative demand |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
72 |
| Split sovereign ratings and rating migrations in emerging economies |
0 |
0 |
0 |
56 |
0 |
1 |
4 |
226 |
| Structural changes, bid-ask spread composition and tick size in inter-bank futures trading |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
105 |
| Technical analysis as a sentiment barometer and the cross-section of stock returns |
0 |
0 |
1 |
1 |
0 |
0 |
4 |
5 |
| Tests of non‐linearity using LIFFE futures transactions price data |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
5 |
| The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets |
0 |
1 |
5 |
49 |
2 |
3 |
10 |
132 |
| The Components of Electronic Inter‐Dealer Spot FX Bid‐Ask Spreads |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
9 |
| The European Bank Recovery and Resolution Directive: A market assessment |
1 |
2 |
3 |
22 |
2 |
4 |
13 |
80 |
| The Impact of a Premium‐Based Tick Size on Equity Option Liquidity |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
22 |
| The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield |
0 |
0 |
2 |
36 |
2 |
2 |
8 |
101 |
| The bid‐ask spread on stock index options: An ordered probit analysis |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
16 |
| The credit signals that matter most for sovereign bond spreads with split rating |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
128 |
| The determinants of trading volume for cross-listed Euribor futures contracts |
0 |
0 |
0 |
81 |
0 |
0 |
2 |
326 |
| The evolution and determinants of the non-performing loan burden in Italian banking |
0 |
1 |
3 |
3 |
0 |
4 |
14 |
16 |
| The impact of ESMA regulatory identifiers on the quality of ratings |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
31 |
| The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation |
0 |
0 |
2 |
6 |
1 |
3 |
12 |
25 |
| The impact of sovereign rating actions on bank ratings in emerging markets |
0 |
0 |
3 |
153 |
1 |
2 |
14 |
557 |
| The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions |
0 |
0 |
0 |
23 |
3 |
4 |
22 |
172 |
| The intraday determination of liquidity in the NYSE LIFFE equity option markets |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
19 |
| The intraday relationship between volume and volatility in LIFFE futures markets |
0 |
0 |
0 |
102 |
0 |
0 |
1 |
317 |
| The lead-lag relationship between the FTSE100 stock index and its derivative contracts |
0 |
0 |
0 |
231 |
1 |
1 |
3 |
1,106 |
| The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market |
0 |
0 |
0 |
75 |
0 |
1 |
3 |
214 |
| The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis |
0 |
0 |
0 |
87 |
0 |
0 |
5 |
298 |
| Trade size clustering and the cost of trading at the London Stock Exchange |
0 |
1 |
1 |
11 |
0 |
1 |
5 |
77 |
| Volatility forecasting in the framework of the option expiry cycle |
0 |
0 |
0 |
145 |
0 |
0 |
1 |
456 |
| Total Journal Articles |
7 |
23 |
64 |
2,729 |
30 |
77 |
313 |
9,794 |
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