search query: @all futures / total: 1003
reference: 7 / 1003
| Author: | Armada, M.R. Fonseca, J.S. da Sebastiao, H. (guest eds.) |
| Title: | Special issue: 2008 Portuguese network finance conference |
| Journal: | European Journal of Finance
2010 : OCT/DEC, VOL. 16:7-8, p. 610 |
| Index terms: | finance networks conferences Portugal stock markets trading Europe |
| Language: | eng |
| Abstract: | This is the Special issue according to the title with the following articles: "The informational impact of electronic trading systems on the FTSE 100 stock index and its futures contracts" by H. Sebastiao ; "UK stock price effects of permanent and transitory shocks" by A. Vivian and M. Wohar ; "The information content of risk-neutral densities: tests based on Hungarian currency option-implied densities" by C. Csavas ; "Foreign debt as a hedging instrument of exchange rate risk: A new perspective" by L.O. Gonzalez (et al.) ; "Efficient market hypothesis in European stock markets" by M.R. Borges ; "The performance of the European stock markets: a time-varying Sharpe ratio approach" by J.S. da Fonseca. |
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