On the functioning and dynamics of stock market indices and the interaction of international markets : an investigation of the London Stock Exchange
This thesis presents four empirical studies on the functioning and dynamics of stock market indices. The first issue investigates the relationship between market anomalies and the variance of non-trading and trading period index returns. The results reveal the existence of this relationship that the...
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Durham University
2000
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.341410 |