Relevant bibliographies by topics / FTSE 100 Index Revisions

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  2. Dissertations / Theses
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Academic literature on the topic 'FTSE 100 Index Revisions'

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Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "FTSE 100 Index Revisions"

1

Daya, Wael, Khelifa Mazouz, and Mark Freeman. "Information efficiency changes following FTSE 100 index revisions." Journal of International Financial Markets, Institutions and Money 22, no. 4 (October 2012): 1054–69. http://dx.doi.org/10.1016/j.intfin.2012.01.002.

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Fernandes, Marcelo, and João Mergulhão. "Anticipatory effects in the FTSE 100 index revisions." Journal of Empirical Finance 37 (June 2016): 79–90. http://dx.doi.org/10.1016/j.jempfin.2016.02.009.

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Mazouz, Khelifa, and Bharim Saadouni. "New evidence on the price and liquidity effects of the FTSE 100 index revisions." International Review of Financial Analysis 16, no. 3 (January 2007): 223–41. http://dx.doi.org/10.1016/j.irfa.2006.11.001.

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Mazouz, Khelifa, and Brahim Saadouni. "The price effects of FTSE 100 index revision: what drives the long-term abnormal return reversal?" Applied Financial Economics 17, no. 6 (March 2007): 501–10. http://dx.doi.org/10.1080/09603100600690085.

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Danbolt, Jo, Ian Hirst, and Edward Jones. "Gaming the FTSE 100 index." British Accounting Review 50, no. 4 (June 2018): 364–78. http://dx.doi.org/10.1016/j.bar.2017.09.005.

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Coakley, Jerry, Periklis Kougoulis, and John C. Nankervis. "Comovement and FTSE 100 index changes." International Journal of Behavioural Accounting and Finance 4, no. 2 (2014): 93. http://dx.doi.org/10.1504/ijbaf.2014.061440.

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Mase, Bryan. "Comovement in the FTSE 100 Index." Applied Financial Economics Letters 4, no. 1 (January 2008): 9–12. http://dx.doi.org/10.1080/17446540701222425.

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Lin, Yueh-Neng, Norman Strong, and Xinzhong Xu. "Pricing FTSE 100 index options under stochastic volatility." Journal of Futures Markets 21, no. 3 (2001): 197–211. http://dx.doi.org/10.1002/1096-9934(200103)21:3<197::aid-fut1>3.0.co;2-3.

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Borovička, Adam. "Comparison of Volatility Models of PX Index and FTSE 100 Index." Acta Oeconomica Pragensia 19, no. 2 (April 1, 2011): 66–88. http://dx.doi.org/10.18267/j.aop.331.

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Mase, Bryan. "The Impact of Changes in the FTSE 100 Index." Financial Review 42, no. 3 (August 2007): 461–84. http://dx.doi.org/10.1111/j.1540-6288.2007.00179.x.

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Dissertations / Theses on the topic "FTSE 100 Index Revisions"

1

Garrett, Ian. "The pricing relationship between the FTSE 100 stock index and FTSE 100 stock index futures contract." Thesis, Brunel University, 1992. http://bura.brunel.ac.uk/handle/2438/5283.

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This thesis investigates the pricing relationship between the FTSE 100 Stock Index and the FTSE 100 Stock Index futures market. We develop and apply a framework in which it is possible to evaluate whether or not markets can be said to function effectively and efficiently. The framework is applied to both the daily and intra-daily pricing relationship between the aforementioned markets. In order to analyse the pricing relationship within days, we develop a new method to remove the effects of nonsynchronous trading from the FTSE 100 Index. We find that on a daily basis the markets generally function effectively, although this does not carryover to the intra-daily pricing relationship. This is especially true during the October 1987 stock market crash, where it is argued that a possible cause of the breakdown lies with the stock market. If this is the case, then any regulation should be aimed at the stock market, not the stock index futures market.
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Kalogeropoulou, Joanna. "Arbitrage in the FTSE 100 index futures." Thesis, Brunel University, 1998. http://bura.brunel.ac.uk/handle/2438/5396.

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This thesis presents five empirical papers investigating the issue of arbitrage trading of the FTSE 100 stock index futures. The first paper explores the effects of nonsynchronous trading on the spot index and develops a new technique as well as improving current methodologies for removing them. Studies in U. S. have shown that if the problem of non-synchronous trading is severe, the reported spot index is not reliable affecting the correct pricing of futures contracts. The second paper investigates the elasticity of supply of arbitrage in the futures market and the ability of the spot and the futures markets to respond to new information. It shows that arbitrage trading is initiated when spot prices largely drift apart from the futures prices. In addition, the futures prices tend to uncover new information before the spot prices, although this relationship is not stable over time. The analysis incorporates all possible channels of information to the -markets, which previous research fails to consider. The third paper analyses the behaviour of the deviation of the actual futures price from its theoretical value. Although this deviation is seen to have decreased its size over the years, it is still significant and persistent. Furthermore, it cannot be explained by the tax-timing option on pricing the futures or the effects of nonsynchronous trading. The fourth paper examines the presence, size and frequency of the profitability of the observed arbitrage opportunities by applying different transactions costs bounds to account for different classes of traders. After applying trading simulations arbitrage profitability is found to be frequent and significant, despite the fact that its size has decreased over the years. Finally, the thesis concludes with the fifth empirical paper which investigates the impact of futures trading on the spot and futures market volatility. It finds that arbitrage increases spot and futures price volatility but a volatile market brings the two markets closer on the whole, the thesis shows that although profitable arbitrage opportunities are not present in the long-run, they are not quickly removed in the short-run, allowing the spot and futures prices to drift apart.
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Sebastiao, Helder Miguel Correia Virtuoso. "Price discovery in the FTSE 100 index and FTSE 100 futures contract : the impact of electronic trading systems." Thesis, Lancaster University, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.445482.

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Butterworth, Darren David. "Issues in stock index futures trading : evidence for the FTSE-100 and FTSE-mid 250 contacts." Thesis, Durham University, 1998. http://etheses.dur.ac.uk/5027/.

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This thesis provides a detailed empirical evaluation of the role and function of the FTSE 100 and FTSE Mid 250 index futures contracts, by considering the interrelated issues of hedging effectiveness and pricing efficiency. The aims of the thesis are outlined in chapter one, with chapter two providing a detailed review of the empirical literature relevant to this study. Chapter three investigates the hedging effectiveness of the FTSE 100 and FTSE Mid 250 index futures contracts in both an ex post and ex ante context. Despite relatively thin trading volume, the FTSE Mid 250 contract is shown to be an important hedging instrument. However, the results demonstrate the hedging effectiveness can only truly be examined by using an ex ante strategy in conjunction with spot portfolios that do not replicate market portfolios. Work into hedging effectiveness is further examined in chapter four using hedge ratios generated within the Extended Mean Gini framework. The results indicate that for both contracts the hedge ratio series are characterised by a step function which is strongly related to the hedger's degree of risk aversion. Chapter five examines the pricing efficiency of the FTSE 100 and Mid 250 contracts. While there were many deviations from fair value, both contracts appear to be quite efficiently priced, with opportunity for index arbitrage rare. Research into the economics of arbitrage is extended in chapter six by investigating the potential for intramarket and intermarket spread trading. While the intramarket spread is found to be very efficiently priced, trading well within its no-arbitrage limits, the intermarket is much less efficiently priced frequently violating its no-arbitrage limits. Chapter seven, provides a summary of the thesis and concluding remarks concerning the relevance of the issues investigated are drawn.
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Fuentes, Rafael alejandro Velasco. "Stochastic clocks in real-time financial markets : Empirical anlysis on FTSE 100 index futures." Thesis, University of Essex, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.499808.

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Lin, Nicole Yueh-Neng. "Option pricing under stochastic volatility for S & P 500 FTSE 100 index options." Thesis, University of Manchester, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.632541.

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This thesis examines option pricing under stochastic volatility for S&P 500 and FTSE 100 index options. The main contributions of the thesis are: (i) it provides empirical evidence of stochastic volatility in S&P 500 and FTSE 100 index returns; (ii) it explains empirically the impact of stochastic volatility on option pricing for index options; (iii) it tests whether option prices are consistent with the time series properties of the underlying asset price; and (iv) it investigates the magnitude and sign of volatility risk premlums. The empirical evidence shows that changes in S&P 500 and FTSE 100 index prices have distributions with fatter tails than the normal distribution and non-zero skewness. This leads to a consideration of non-normal distributions and possible explanations for deviations from normality. Of the possible explanations for the documented leptokurtosis in stock returns, stochastic volatility is generally regarded as the most likely candidate. The GARCH( 1,1 LTX model is shown to capture the volatile nature of our data well. A diffusion limit of the GARCH(1, 1 L TX process is the mean-reverting square root volatility process used in Heston's (1993) option pricing formula. This research considers Heston's (1993) stochastic volatility (SV) option pricing model as the empirical challenger to the Black-Scholes (BS) model, which assumes that the distribution of stock price changes is normally distributed with constant volatility. Insample pricing, out-of-sample forecasting, diagnosis of implied volatility curves, and internal consistency with the time series of implied volatilities and with the GARCH( 1,1 L TX process are examined to investigate the performance of the BS and SV models. We also conduct careful and detailed data screening for our empirical work. Our results reveal significant evidence of stochastic volatility implicit in option prices, and suggest that this phenomenon is essential to improving the performance of the BS model for index options. Nevertheless, internal consistency test results report inconsistency of both the BS and SV models with time-series data, indicating residual SV model misspecification for SPX and FTSE-I00 options. This has the important implication that stochastic volatility is a significant factor in option pricing but not the only factor affecting stock index option prices. Option pricing under stochastic volatility involves a preference issue since volatility is a nontraded asset. This research assumes that the volatility risk premium is proportional to the spot volatility level, which is internalised in the risk-neutral parameters. The actual volatility parameters can be recovered either from the time series of implied volatilities using option prices or from the GARCH( 1,1 L TX process using index returns. By comparing actual parameters with their risk-neutral counterparts, an estimate of the unit volatility risk premium can be thus obtained. Negative premiums for volatility risk are consistently observed in the SPX option market while there are mixed results for the S&P 500 index, FTSE 100 index and options markets. Nevertheless, the magnitudes of these estimates indicate that compensation for volatility risk is a significant component of the risk premiums in the S&P 500 and FTSE 100 index and option markets. However, the possibility of misspecification in the SV and GARCH(I,ILTX models should be kept in mind when explaining the magnitude and sign of risk premiums.
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Moosagie, Basheer Ahmed. "Shariah-compliant index derived from the FTSE100 vs. FTSE 100: 2003-2014 performance comparison." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/96216.

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Thesis (MBA)--Stellenbosch University, 2014.
This research study critically reviewed the performance of a Shariah-compliant index compared with that of the UK FTSE 100 between 2003 and 2014. Two broad indices were constructed based on business evaluation techniques, one using market capitalisation and the other total assets as a means to value a company. Shariah-compliant equity screening combines a financial ratio screen as well as business activity screening, which excludes a company’s involvement in any unlawful activities in the eyes of Islamic law. The sample period was further broken into three sub-periods, namely the bull period (2003-2007), the financial crisis period (2008-2009), and the post-crisis period (2009-2014), reflecting the various stages of the business cycle. A comparison of the risk-adjusted returns shows that the Shariah-compliant index, using market capitalisation as the means for valuing a company, delivers superior returns at lower risk levels than the FTSE100 over the sample period. Although the Shariah-compliant indices underperform to the FTSE100 during the bull market period, both of the Shariah compliant indices outperform the FTSE 100 during the era of the financial crisis. This can be explained by the fact that Shariah screening excludes companies that are highly leveraged and therefore it remains buffered from an economic crisis. In general, this research contends that the application of a faith-based-screen does not have an adverse effect on returns.
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Gonçalves, Cláudia. "O impacto da IFRS 13 nas divulgações das empresas do FTSE 100." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14638.

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Mestrado em Contabilidade, Fiscalidade e Finanças Empresariais
Este estudo tem como principal objetivo analisar se a implementação da IFRS 13 teve, ou não, influência na quantidade de informação relativa à mensuração pelo justo valor que é divulgada pelas empresas do FTSE 100, nomeadamente para duas rúbricas de ativos financeiros (detidos para venda e derivados). Desta forma, elaborou-se um índice de divulgação para os períodos de 2012 e 2014 que evidencia o grau de conformidade das empresas integrantes da amostra para com os requisitos da IFRS 13. Adicionalmente, foram analisadas diversas características internas de cada empresa, de modo a avaliar impacto das mesmas no nível de divulgação. Os resultados demonstram que, para ambos os ativos financeiros, o nível de compliance das empresas para com a IFRS 13 foi superior em 2014. Apesar do crescimento, este estudo demonstrou que a evolução do índice não foi significativa, logo a IFRS 13 não está a ter um papel determinante nas práticas de divulgação dos seus itens. Para além disso, observou-se que a dimensão, margem de lucro e ROA das empresas influenciam significativamente o índice relativo aos ativos financeiros detidos para venda, e que o endividamento e a margem de lucro tiveram um impacto, também significativo no índice relativo aos derivados. Adicionalmente, e através de uma regressão adicional que coloca a valorização da empresa (TobinQ) como variável dependente, chegou-se à conclusão que o índice de divulgação dos itens da IFRS 13, não tem impacto significativo na mesma, para nenhuma das rúbricas estudadas.
The main purpose of this study is to analyze if the enforcement of IFRS 13 had any influence in the disclosure of information about fair value by FTSE 100 companies regarding two specific types of financial assets (held for sale and derivatives). Therefore, an index of disclosure was elaborated in order to show the degree of compliance of the sample companies to the technical requirements of IFRS 13. In addition, several of the characteristics of each company were analyzed in order to evaluate their disclosure index. The results show that, for both financial assets, the level of compliance of companies to IFRS 13 was higher in 2014. Nevertheless, this evolution was not statistically significant. Therefore, we conclude that IFRS 13 did not play a fundamental role in the disclosure practices of its items. In addition, we observe that variables as size, profitability and ROA significantly influence the index relative to financial assets held for sale, and that leverage and profitability have an impact in the derivative assets index. In addition, and through an additional regression that placed the valuation of the company (TobinQ) as a dependent variable, we conclude that the disclosure index of IFRS 13 items does not have a significant impact, for none of the financial assets used in the research.
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Rehnby, Nicklas. "Performance of alternative option pricing models during spikes in the FTSE 100 volatility index : Empirical evidence from FTSE100 index options." Thesis, Linköpings universitet, Institutionen för ekonomisk och industriell utveckling, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-139718.

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Derivatives have a large and significant role on the financial markets today and the popularity of options has increased. This has also increased the demand of finding a suitable option pricing model, since the ground-breaking model developed by Black & Scholes (1973) have poor pricing performance. Practitioners and academics have over the years developed different models with the assumption of non-constant volatility, without reaching any conclusions regarding which model is more suitable to use. This thesis examines four different models, the first model is the Practitioners Black & Scholes model proposed by Christoffersen & Jacobs (2004b). The second model is the Heston´s (1993) continuous time stochastic volatility model, a modification of the model is also included, which is called the Strike Vector Computation suggested by Kilin (2011). The last model is the Heston & Nandi (2000) Generalized Autoregressive Conditional Heteroscedasticity type discrete model. From a practical point of view the models are evaluated, with the goal of finding the model with the best pricing performance and the most practical usage. The model´s robustness is also tested to see how the models perform in out-of-sample during a high respectively low implied volatility market. All the models are effected in the robustness test, the out-sample ability is negatively affected by a high implied volatility market. The results show that both of the stochastic volatility models have superior performances in the in-sample and out-sample analysis. The Generalized Autoregressive Conditional Heteroscedasticity type discrete model shows surprisingly poor results both in the in-sample and out-sample analysis. The results indicate that option data should be used instead of historical return data to estimate the model’s parameters. This thesis also provides an insight on why overnight-index-swap (OIS) rates should be used instead of LIBOR rates as a proxy for the risk-free rate.
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O'Brien, Fergal G. "An Empirical Investigation of FTSE 100 ESX and S&P 500 SPX Equity Index Option Returns." Thesis, Lancaster University, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.518138.

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Books on the topic "FTSE 100 Index Revisions"

1

LIFFE. Mini FTSE 100 index futures: A guide to trading mini FTSE 100 index futures contracts. London: London International Financial Futures and Options Exchange, 2000.

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Garrett, Ian. The pricing relationship between the FTSE 100 stock index and FTSE 100 stock index futures contract. Uxbridge: Brunel University, 1992.

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Butterworth, Darren. The hedging effectiveness of stock index futures: Evidence for the FTSE-100 and FTSE-Mid250 indexes. Durham: University of Durham, Department of Economics, 1996.

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Abhyankar, Abhay. LIFFE cycles: Intraday evidence from the FTSE-100 stock index futures market. Stirling: University of Stirling, Dept. of Accountancy & Finance, 1995.

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Giblin, Paul R. The impact of volatility on the levels of basis, open interest and volume in the FTSE 100 index futures market. Dublin: Universitry College Dublin, 1995.

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Banerjee, I. An analysis of the lead-lag relationship between the FTSE 100 index futures and FTSE 100 Index cash markets. Manchester, 1995.

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Environment, Business in the, ed. The Index of corporate environmental engagement: A survey of the FTSE 100 companies. London: Business in the Environment, 1996.

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The Index of corporate environmental engagement: The 1997 survey of the FTSE 100 companies. London: Business in the Environment, 1998.

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Book chapters on the topic "FTSE 100 Index Revisions"

1

Tompkins, Robert G., William T. Ziemba, and Stewart D. Hodges. "The Favorite-Longshot Bias in S&P 500 and FTSE 100 Index Futures Options: The Return to Bets and the Cost of Insurance." In Handbook of Sports and Lottery Markets, 161–80. Elsevier, 2008. http://dx.doi.org/10.1016/b978-044450744-0.50012-3.

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Tompkins, Robert G., William T. Ziemba, and Stewart D. Hodges. "The Favorite-Longshot Bias in S&P 500 and FTSE 100 Index Futures Options: The Return to Bets and the Cost of Insurance." In Calendar Anomalies and Arbitrage, 503–22. WORLD SCIENTIFIC, 2012. http://dx.doi.org/10.1142/9789814405461_0022.

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Conference papers on the topic "FTSE 100 Index Revisions"

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McCann, Rory. "The effect of “Brexit” uncertainty on the FTSE 100 Index and the UK Pound." In 2nd International Academic Conference on Management and Economics. Acavent, 2020. http://dx.doi.org/10.33422/2nd.conferenceme.2020.10.44.

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Usher, James, Lucia Morales, and Pierpaolo Dondio. "BREXIT: A Granger Causality of Twitter Political Polarisation on the FTSE 100 Index and the Pound." In 2019 IEEE Second International Conference on Artificial Intelligence and Knowledge Engineering (AIKE). IEEE, 2019. http://dx.doi.org/10.1109/aike.2019.00017.

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Heliodoro, Paula, Rui Dias, Paulo Alexandre, and Maria Manuel. "THE IMPACT OF THE COVID-19 ON THE FINANCIAL MARKETS: EVIDENCE FROM G7." In Fourth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/itema.2020.103.

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This essay aims to analyse the impact of the 2020 global pandemic on the stock indexes of France (CAC 40), Germany (DAX 30), USA (DOW JONES), United Kingdom (FTSE 100), Italy (FTSE MID), Japan (Nikkei 225) and Canada (TSX 300), from January 2018 to June 2020, with the sample being divided into two sub periods: first sub period from January 2018 to August 2019 (Pre-Covid); second period from September 2019 to June 2020 (Covid-19). In order to carry out this analysis, different approaches were taken in order to analyse whether: (i) the global pandemic (Covid-19) increased the persistence of the G7 financial markets? In the Pre-Covid period, we can verify the presence of long memories in the Canadian market (TSX), while the markets in France (CAC 40) and Italy (FTSE MID) show signs of balance, since the random walk hypothesis was not rejected. The German (DAX 30), USA (DJI), United Kingdom (FTSE 100) and Japan (NIKKEI 225) markets have anti-persistence (0 <α <0.5). In period II, the Covid-19-time scale is contained, and we verified the presence of significant long memories, except for the US stock index (0.49). These findings make it possible to show that the assumption of the market efficiency hypothesis may be called into question, because these markets are predictable, which validate the research question. The results of the pDCCA correlation coefficients, in the Pre-Covid period, show 14 pairs of median markets (0.333 → ≌ 0.666). We can also see 7 pairs of markets with strong correlation coefficients (0.666 → ≌ 1,000), showing that these markets have a tendency towards integration, this evidence may call into question the hypothesis of portfolio diversification. In period II (Covid-19) the λ_DCCA correlation coefficients have 7 strong market pairs (0.666 → ≌ 1,000), 5 pairs have weak pDCCA coefficient (0.000 → ≌ 0.333), 5 market pairs show anti-correlation (-1.000 → ≌ 0.000), and 4 market pairs show median coefficients (pDCCA) (0.333 → ≌ 0.666) (out of 21 possible). When compared to the previous subperiod, we found that the majority of the pDCCAs decreased, which shows that the markets have decreased their integration, making it possible to diversify portfolios in certain markets, especially in the Japanese market (NIKKEI 225). These conclusions open space for market regulators to take measures to ensure better informational information, in the stock markets, in the 7 most advanced economies in the world.
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