The hedging effectiveness of stock index futures: evidence for the FTSE-100 and FTSE-mid250 indexes traded in the UK

Applied Financial Economics ◽

10.1080/09603100150210264 ◽

2001 ◽

Vol 11 (1) ◽

pp. 57-68 ◽

Author(s):

Darren Butterworth ◽

Phil Holmes

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Hedging Effectiveness ◽

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Manipulation Prevention and Hedging Effectiveness: Optimal Settlement Window Design for CSI 300 Stock Index Futures

SSRN Electronic Journal ◽

10.2139/ssrn.2223590 ◽

2013 ◽

Author(s):

Rui Luo ◽

Jun Song

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Hedging Effectiveness ◽

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Asymmetric dynamic hedging effectiveness: Evidence from Taiwan Stock Index Futures

AFRICAN JOURNAL OF BUSINESS MANAGEMENT ◽

10.5897/ajbm11.618 ◽

2012 ◽

Vol 6 (34) ◽

Author(s):

Chung-Chu Chuang

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Dynamic Hedging ◽

Index Futures ◽

Hedging Effectiveness

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Hedging effectiveness of the Athens stock index futures contracts

European Journal of Finance ◽

10.1080/13518470801890701 ◽

2008 ◽

Vol 14 (3) ◽

pp. 243-270 ◽

Author(s):

Manolis G. Kavussanos ◽

Ilias D. Visvikis

Keyword(s):

Stock Index ◽

Futures Contracts ◽

Stock Index Futures ◽

Index Futures ◽

Hedging Effectiveness

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Hedging effectiveness of stock index futures

European Journal of Operational Research ◽

10.1016/j.ejor.2004.01.007 ◽

2005 ◽

Vol 163 (1) ◽

pp. 177-191 ◽

Author(s):

Jason Laws ◽

John Thompson

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Hedging Effectiveness

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The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts

Multinational Finance Journal ◽

10.17578/9-3/4-1 ◽

2005 ◽

Vol 9 (3/4) ◽

pp. 131-160 ◽

Author(s):

Darren Butterworth ◽

◽

Phil Holmes ◽

Keyword(s):

Stock Index ◽

Futures Contracts ◽

Stock Index Futures ◽

Index Futures ◽

Hedging Effectiveness

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Manipulation Prevention and Hedging Effectiveness: Optimal Settlement Window Design for CSI 300 Stock Index Futures

SSRN Electronic Journal ◽

10.2139/ssrn.2223381 ◽

2013 ◽

Author(s):

Jun Song ◽

Rui Luo

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Hedging Effectiveness ◽

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Manipulation Prevention and Hedging Effectiveness: Optimal Settlement Window Design for CSI 300 Stock Index Futures

Emerging Markets Finance and Trade ◽

10.2753/ree1540-496x490604 ◽

2013 ◽

Vol 49 (6) ◽

pp. 52-66 ◽

Author(s):

Song Jun ◽

Luo Rui

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Hedging Effectiveness ◽

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Optimal hedge ratio and hedging effectiveness of stock index futures: evidence from India

Macroeconomics and Finance in Emerging Market Economies ◽

10.1080/17520840701859856 ◽

2008 ◽

Vol 1 (1) ◽

pp. 121-134 ◽

Author(s):

Saumitra N. Bhaduri ◽

S. Raja Sethu Durai

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Hedge Ratio ◽

Index Futures ◽

Hedging Effectiveness ◽

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Ex Ante Hedging Effectiveness of UK Stock Index Futures Contracts: Evidence for the FTSE 100 and FTSE Mid 250 Contracts

European Financial Management ◽

10.1111/1468-036x.00134 ◽

2000 ◽

Vol 6 (4) ◽

pp. 441-457 ◽

Author(s):

Darren Butterworth ◽

Phil Holmes

Keyword(s):

Stock Index ◽

Futures Contracts ◽

Stock Index Futures ◽

Index Futures ◽

Hedging Effectiveness ◽

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Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market

Applied Financial Economics ◽

10.1080/09603100500426507 ◽

2006 ◽

Vol 16 (13) ◽

pp. 959-972 ◽

Author(s):

David G. McMillan ◽

Alan E. H. Speight

Keyword(s):

Futures Market ◽

Stock Index ◽

Stock Index Futures ◽

Information Flows ◽

Heterogeneous Information ◽

Index Futures ◽

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