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Applied Financial Economics Volume 16, 2006 - Issue 17
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Original Articles

Efficiency tests of the UK financial futures markets and the impact of electronic trading systems

Twm Evans School of Business and Economics, University of Wales, Swansea, SA2 8PP, UK E-mail: [email protected]
Pages 1273-1283 | Published online: 02 Feb 2007

Citations (16)

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Read on this site (6)

Yang Qu & Pan Xiong. (2019) Empirical study on the efficiency of the stock index futures market from the information and functional perspectives – empirical evidence from China. Economic Research-Ekonomska Istraživanja 32:1, pages 3733-3753.
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Jenifer Piesse & Bruce Allen Hearn. (2012) The law of one price: an examination of price integration between Europe and regional markets in Africa. Applied Economics 44:24, pages 3169-3193.
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Maria Elena Bontempi & Caterina Lucarelli. (2012) Pre-trade transparency and trade size. Applied Financial Economics 22:8, pages 597-609.
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Kian-Ping Lim. (2009) Efficiency tests of the UK financial futures markets and the impact of electronic trading systems: a note on relative market efficiency. Applied Economics Letters 16:11, pages 1129-1132.
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Marina Abdul Razak & Obiyathulla Ismath Bacha. (2009) Pricing efficiency of the 3-month KLIBOR futures contracts: an empirical analysis. Applied Financial Economics 19:6, pages 445-462.
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Christian L. Dunis, Jason Laws & Ben Evans. (2008) Trading futures spread portfolios: applications of higher order and recurrent networks. The European Journal of Finance 14:6, pages 503-521.
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Articles from other publishers (10)

Ronghua Yi, Yu-Wei Chang, Wen Xing & Jun Chen. (2019) Comparing relative valuation efficiency between two stock markets. The Quarterly Review of Economics and Finance 72, pages 159-167.
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Gurmeet Singh. (2017) Estimating Optimal Hedge Ratio and Hedging Effectiveness in the NSE Index Futures. Jindal Journal of Business Research 6:2, pages 108-131.
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Rahul Roy & Shijin Santhakumar. (2014) Time-varying global financial market inefficiency: an instance of pre-, during, and post-subprime crisis. DECISION 41:4, pages 449-488.
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Chien-Chiang Lee, Cheng-Feng Lee & Chi-Chuan Lee. (2014) Asymmetric dynamics in REIT prices: Further evidence based on quantile regression analysis. Economic Modelling 42, pages 29-37.
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Ronghua Yi & Yangbin Zhang. 2013. Proceedings of the Sixth International Conference on Management Science and Engineering Management. Proceedings of the Sixth International Conference on Management Science and Engineering Management 227 236 .
Michael Ye, John Zyren, Joanne Shore & Thomas Lee. (2010) Crude Oil Futures as an Indicator of Market Changes: A Graphical Analysis. International Advances in Economic Research 16:3, pages 257-268.
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Kapil GuptaBalwinder Singh. (2009) Information Memory and Pricing Efficiency of Futures Contracts. Journal of Emerging Market Finance 8:2, pages 191-250.
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Andrejs Nebesnijs. (2012) Price Discovery in the Foreign Exchange Market: The Analysis of Highs and Lows. SSRN Electronic Journal.
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Zhang Jian, Lee W. Sanning & Sherrill Shaffer. (2010) Market Efficiency Test in the VIX Futures Market. SSRN Electronic Journal.
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Jenifer Piesse & Bruce Allen Hearn. (2009) A Test of the Law of One Price: An Examination of Price Integration between Europe and Regional Markets in Africa. SSRN Electronic Journal.
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