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Phil Holmes · Study
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Author
Phil Holmes
15 works
· latest 2018
· 3 institutions
cluster: provisional
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15
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15
Citations
1,270
Works here
15
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18
Most cited in this library
Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH
1995 · 290 citations
Market Efficiency, Thin Trading and Non‐linear Behaviour: Evidence from an Emerging Market
1997 · 175 citations
The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news
1998 · 175 citations
An analysis of new firm survival using a hazard function
2008 · 110 citations
Herding in a Concentrated Market: a Question of Intent
2011 · 109 citations
Works
15 shown
Polytomous response financial distress models: The role of accounting, market and macroeconomic variables
International Review of Financial Analysis
·
2018
·
3 authors
57
citations
Herding in a Concentrated Market: a Question of Intent
European Financial Management
·
2011
·
3 authors
·
Open access
109
citations
An analysis of new firm survival using a hazard function
Applied Economics
·
2008
·
2 authors
·
Open access
110
citations
The Impact of Universal Stock Futures on Feedback Trading and Volatility Dynamics
Journal of Business Finance & Accounting
·
2007
·
3 authors
·
Open access
43
citations
The Euro and the Changing Face of European Banking: Evidence from Mergers and Acquisitions
European Financial Management
·
2007
·
3 authors
·
Open access
48
citations
Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964–2005
Journal of Multinational Financial Management
·
2007
·
3 authors
·
Open access
41
citations
The hedging effectiveness of stock index futures: evidence for the FTSE-100 and FTSE-mid250 indexes traded in the UK
Applied Financial Economics
·
2001
·
2 authors
41
citations
The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news
Journal of Futures Markets
·
1998
·
3 authors
175
citations
Technical analysis, trading volume and market efficiency: evidence from an emerging market
Applied Financial Economics
·
1997
·
4 authors
55
citations
Market Efficiency, Thin Trading and Non‐linear Behaviour: Evidence from an Emerging Market
European Financial Management
·
1997
·
3 authors
175
citations
STOCK INDEX FUTURES HEDGING: HEDGE RATIO ESTIMATION, DURATION EFFECTS, EXPIRATION EFFECTS AND HEDGE RATIO STABILITY
Journal of Business Finance & Accounting
·
1996
·
1 author
49
citations
Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH
Journal of Banking & Finance
·
1995
·
2 authors
290
citations
Ex ante hedge ratios and the hedging effectiveness of the FTSE-100 stock index futures contract
Applied Economics Letters
·
1995
·
1 author
32
citations
An Econometric Analysis of the Growth in the Numbers Claiming Invalidity Benefit: An Overview
Journal of Social Policy
·
1991
·
3 authors
20
citations
An analysis of invalidity benefit claim durations for new male claimants in 1977/1978 and 1982/1983
Journal of Health Economics
·
1990
·
2 authors
25
citations