Phil Holmes

Durham University

Dept. of Economics & Finance 23-26 Old Elvet

Durham DH1 3HY

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

41

SSRN CITATIONS
Rank 23,027

SSRN RANKINGS

Top 23,027

in Total Papers Citations

1

CROSSREF CITATIONS

31

Scholarly Papers (7)

1.

The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts

Multinational Finance Journal, Vol. 9, No. 3/4, p. 131-160, 2005
Number of pages: 30 Posted: 01 Jul 2015
Darren Butterworth and Phil Holmes
Durham University - Department of Economics and Finance and Durham University
Downloads 25 (502,135)

Abstract:

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hedging, futures, mean-gini, risk aversion

2.

The Impact of Universal Stock Futures on Feedback Trading and Volatility Dynamics

Journal of Business Finance & Accounting, Vol. 35, Issue 1-2, pp. 227-249, January-March 2008
Number of pages: 23 Posted: 15 Feb 2008
Frankie Chau, Phil Holmes and Krishna Paudyal
Durham University Business School, Durham University and Independent
Downloads 11 (586,361)
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3.

The Euro and the Changing Face of European Banking: Evidence from Mergers and Acquisitions

European Financial Management, Vol. 15, Issue 2, pp. 451-476, March 2009
Number of pages: 26 Posted: 27 Apr 2009
Chulalongkorn University - Department of Banking & Finance, Durham University and Independent
Downloads 3 (640,637)
Citation 1
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4.

Limited Information and the Sustainability of Unlisted-Target Acquirers' Returns

Journal of Business Finance & Accounting, Vol. 36, Issue 9-10, pp. 1201-1227, November/December 2009
Number of pages: 27 Posted: 11 Nov 2009
Chulalongkorn University - Department of Banking & Finance, Durham University and Independent
Downloads 2 (650,099)
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5.

Does Tax-Loss Selling Affect UK Momentum Trading?

Posted: 05 Jan 2009
Audencia Business School , Durham University and

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Momentum, Seasonality, Tax-Loss Selling, Window Dressing London Stock Exchange

6.

Can Momentum Strategies Deliver under All States? Evidence from the London Stock Exchange

Posted: 12 Dec 2008
, Audencia Business School and Durham University

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Market states, momentum, overreaction, underreaction, London Stock Exchange

7.

Ex-Ante Hedging Effectiveness of UK Stock Index Futures Contracts: Evidence for the Ftse 100 and Ftse Mid 250

European Financial Management, Vol. 6, No. 4, December 2000
Posted: 19 Jun 2000
Darren Butterworth and Phil Holmes
Durham University - Department of Economics and Finance and Durham University

Abstract:

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Ex ante Hedging, Hedge Ratio Instability, ITC