Volatility transmission in the UK equity market

1996 ◽  
Vol 2 (2) ◽  
pp. 145-160 ◽  
Author(s):  
Patricia L. Chelley-Steeley ◽  
James M. Steeley
Keyword(s):  
Equity Market ◽  
Volatility Transmission ◽  
The Uk

scholarly journals The effect of fragmentation in trading on market quality in the UK equity market

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Author(s):  
Michael Vogt ◽  
Lena Boneva (Körber) ◽  
Oliver Linton
Keyword(s):  
Equity Market ◽  
Market Quality ◽  
The Uk

scholarly journals The conditional pricing of systematic and idiosyncratic risk in the UK equity market

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Vol 37 ◽  
pp. 184-193 ◽  
Author(s):  
John Cotter ◽  
Niall O' Sullivan ◽  
Francesco Rossi
Keyword(s):  
Idiosyncratic Risk ◽  
Equity Market ◽  
The Uk

scholarly journals The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market

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Vol 31 (1) ◽  
pp. 192-213 ◽  
Author(s):  
Lena Boneva ◽  
Oliver Linton ◽  
Michael Vogt
Keyword(s):  
Equity Market ◽  
Market Quality ◽  
The Uk
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