Details about Mike Buckle

Access statistics for papers by Mike Buckle.

Last updated 2018-02-13. Update your information in the RePEc Author Service.

Short-id: pbu396

Journal Articles

2016

1. Realised higher moments: theory and practice
   The European Journal of Finance, 2016, 22, (13), 1272-1291 View citations (5)

2014

2. How Predictable Are Equity Covariance Matrices? Evidence from High‐Frequency Data for Four Markets
   Journal of Forecasting, 2014, 33, (7), 542-557 View citations (1)

2012

3. Insurance and ownership structure in India’s corporate sector
   Asia Pacific Journal of Management, 2012, 29, (1), 129-149 View citations (5)

2011

4. The strategic use of corporate insurance in China
   The European Journal of Finance, 2011, 17, (8), 675-694 View citations (3)

2003

5. Corporate Risks and Property Insurance: Evidence From the People's Republic of China
   Journal of Risk & Insurance, 2003, 70, (2), 289-314 View citations (29)
6. The determinants of corporate financial performance in the Bermuda insurance market
   Applied Financial Economics, 2003, 13, (2), 133-143 View citations (43)

2001

7. The lead-lag relationship between the FTSE100 stock index and its derivative contracts
   Applied Financial Economics, 2001, 11, (4), 385-393 View citations (15)

1999

8. Volatility forecasting in the framework of the option expiry cycle
   The European Journal of Finance, 1999, 5, (1), 73-94 View citations (13)

1997

9. Forward/forward volatilities and the term structure of implied volatility
   Applied Economics Letters, 1997, 4, (5), 325-328 View citations (1)

1996

10. An analysis of bid-ask spreads on American-and European-style index options
    Applied Economics Letters, 1996, 3, (7), 445-449