Concepedia

Phil Holmes

PH

28

Publications

1.5K

Citations

20

H-Index

1990

Active since

Affiliations

Durham University(Current)

University of Leeds

Brunel University of London

University of Warwick

Coventry University

Phil Holmes is an author at Durham University specializing in finance, business, and financial economics.

Top concepts

Publications per year

1990–2020

28

Publications

28

Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH

Antonios Antoniou, Phil Holmes · Journal of Banking & Finance · 1995 · 293 citations

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The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news

Antonios Antoniou, Phil Holmes, Richard Priestley · Journal of Futures Markets · 1998 · 184 citations

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Market Efficiency, Thin Trading and Non‐linear Behaviour: Evidence from an Emerging Market

Antonios Antoniou, Nuray Ergül, Phil Holmes · European Financial Management · 1997 · 176 citations

, , +16

An analysis of new firm survival using a hazard function

Phil Holmes, Andrew Hunt, Ian R. Stone · Applied Economics · 2008 · 111 citations · Full text

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Herding in a Concentrated Market: a Question of Intent

Phil Holmes, Vasileios Kallinterakis, Mário Pedro Ferreira · European Financial Management · 2011 · 105 citations · Full text

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