Items where Author is "Yadav, P K"

Carline, N F and Linn, S C and Yadav, P K (2009) Operating performance changes associated with corporate mergers and the role of corporate governance. Journal of Banking and Finance, 33 (10). pp. 1829-1841. ISSN 0378-4266

Merrick, J and Naik, N Y and Yadav, P K (2005) Strategic trading behaviour and price distortion in a manipulated market: anatomy of a squeeze. Journal of Financial Economics, 77 (1). pp. 171-218. ISSN 0304-405X

Naik, N Y and Yadav, P K (2003) Do dealer firms manage inventory on a stock-by-stock or a portfolio basis. Journal of Financial Economics, 69 (2). pp. 325-353. ISSN 0304-405X

Naik, N Y and Yadav, P K (2003) Risk management with derivatives by dealers and market quality in government bond markets. Journal of Finance, 58 (5). pp. 1873-1904. ISSN 0022-1082

Pope, P F and Peel, D and Yadav, P K (2000) Volatility and the big bang factor - has the big bang made UK stock prices more volatile? In: Double Takes (reprinted) :. John Wiley and Sons Ltd, Chichester, pp. 231-235. ISBN 0-471-89313-7

Watt, W H and Yadav, P K and Louden, G F (2000) An empirical analysis of alternative parametric ARCH models. Journal of Applied Econometrics, 15. pp. 117-136. ISSN 0883-7252

Pope, P F and Yadav, P K (1997) Stock index futures arbitrage: international evidence. In: Futures Markets :. Edward Elgar, Cheltenham. ISBN 1-85898-070-4

Pope, P F and Yadav, P K (1994) Discovering errors in tracking error. Journal of Portfolio Management, 20 (2). pp. 27-32. ISSN 0095-4918

Pope, P F and Yadav, P K (1994) Stock index futures mispricing. Journal of Banking and Finance, 18 (5). pp. 921-953. ISSN 0378-4266

Paudyal, K and Pope, P F and Yadav, P K (1994) Threshold autoregressive modelling in finance: the pricing of equivalent assets. Mathematical Finance, 4 (2). pp. 205-221. ISSN 0960-1627

Pope, P F and Yadav, P K (1994) The impact of short sales constraints on stock index futures prices: direct empirical evidence. Journal of Derivatives, 1 (4). pp. 15-26. ISSN 1074-1240

Pope, P F and Yadav, P K and Peel, D (1993) Deregulation and UK stock market volatility. Journal of Business Finance and Accounting, 20 (3). pp. 359-372. ISSN 1468-5957

Pope, P F and Yadav, P K (1992) Intraweek and intraday seasonalities in stock market risk premia: cash vs futures. Journal of Banking and Finance, 16 (1). pp. 233-270. ISSN 0378-4266

Pope, P F and Yadav, P K (1991) Testing index futures market efficiency using price differences: a critical analysis. Journal of Futures Markets, 11 (2). pp. 239-252. ISSN 0270-7314

Pope, P F and Yadav, P K (1990) Stock index futures arbitrage: international evidence. Journal of Futures Markets, 10 (6). pp. 573-603. ISSN 0270-7314

Pope, P F and Yadav, P K and Peel, D (1990) Volatility and the big bang factor - has the big bang made UK stock prices more volatile? Professional Investor. pp. 20-22. ISSN 0958-2541