We examine the intraday and interday dynamics of both the level of and changes in the FTSE (Financial Times–Stock Exchange) 100 index futures mispricing. Like numerous previous studies we find significant evidence of mean reversion and hence predictability in mispricing changes measured over high (minute-by-minute) and low (daily) frequencies. Contrary to other studies we show explicitly that f...

This paper contributes to the research in accounting and the debate about the nature of carbon footprint reporting for society. This paper utilises numbers and narratives to explore changes in carbon footprint using UK national carbon emissions data for the period 1990 to 2009, six years (2006-2011) of carbon emissions data for the FTSE 100 group of companies and a case study that focuses on th...

The optimal funding composition can be obtained using capital structure analysis. Firm value has a big influence on the investment decisions of investors, because firm reflect financial stability and level risk faced by company. This study aims to determine effect in form Debt Assets Ratio (DAR) Equity (DER) value, object this is company listed Jakarta Islamic index FTSE Bursa Malaysia Hijrah S...

OBJECTIVE The research objective was to test the hypothesis that corporate health and wellness contributed positively to South African companies' financial results. METHODS The past share market performance of eligible healthy companies, based on Discovery's Healthy Company Index, was tracked under three investment scenarios and compared with the market performance on the basis of the JSE FTS...

This paper proposes a new approach to the statistical inference of continuous-time asset return models with latent or unobserved state variables using high frequency return observations. We construct unbiased minimum-variance estimators of the latent variables that are also consistent with the model specification. We illustrate using examples the construction of unbiased minimum-variance estima...