๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The ex-interest behaviour of UK gilt prices

โœ Scribed by Hodgkinson, Lynn; Wells, Jo


Book ID
121471260
Publisher
Taylor and Francis Group
Year
2009
Tongue
English
Weight
137 KB
Volume
19
Category
Article
ISSN
0960-3107

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Fractional versus decimal pricing: Evide
โœ Owain Ap Gwilym; Ian Mcmanus; Stephen Thomas ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 130 KB

This paper analyses the impact of a move from fractional to decimal pricing in the UK Long Gilt futures market, and thus offers a unique insight to tick size reduction and decimalization in a derivatives market setting. The reduced tick size leads to an increase in price clustering. The bid-ask spre

The time series behaviour of asset price
โœ Patricia Fraser; Andrew J. McKaig ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 205 KB ๐Ÿ‘ 2 views

Using daily settlement prices for a range of real and ยฎnancial futures over the period 6 April 1981ยฑ31 October 1995, this paper considers the extent to which, ex post, asset prices depart from random behaviour and investigates the efยฎciency of the markets within which the prices of the assets are de