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isPartOf:"The Manchester School"
type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~person:"McMillan, David G."
~person:"Sensier, Marianne"
~subject:"United Kingdom"
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United Kingdom
Großbritannien
14
Volatility
6
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6
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4
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4
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3
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3
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3
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Article
14
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Article in journal
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14
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English
14
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McMillan, David G.
Sensier, Marianne
Speight, Alan E. H.
6
Blake, David
5
Ap Gwilym, Owain
4
Chelley-Steeley, Patricia L.
4
Coakley, Jerry
4
Fraser, Patricia
4
Mumford, Karen
4
Power, David M.
4
Steeley, James M.
4
Brooks, Chris
3
Caporale, Guglielmo Maria
3
Danbolt, Jo
3
Dolton, Peter J.
3
Driffield, Nigel L.
3
Keasey, Kevin
3
Makepeace, Gerald H.
3
Mazouz, Khelifa
3
Mills, Terence C.
3
O'Leary, Nigel
3
Sloane, Peter J.
3
Wang, Peijie
3
Wohar, Mark E.
3
Bevan, Alan A.
2
Blackaby, David
2
Buscha, Franz
2
Chatterjee, R. A.
2
Choudhry, Taufiq
2
Clare, Andrew D.
2
Drake, Leigh M.
2
Elliott, Robert Frank
2
Elliott, Robert J. R.
2
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2
Garrett, Ian
2
Girma, Sourafel
2
Hardwick, Philip
2
Hasan, Mohammad S.
2
Hatemi-J, Abdulnasser
2
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2
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The Manchester School
Applied financial economics
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The journal of futures markets
3
Economics letters
2
International journal of forecasting
2
Oxford bulletin of economics and statistics
2
The European journal of finance
2
Applied economics
1
Bulletin of economic research
1
Economica
1
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1
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1
International review of applied economics
1
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1
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National Institute economic review : journal of the National Institute of Economic and Social Research
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ECONIS (ZBW)
14
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14
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1
Profit persistence revisited : the case of the UK
McMillan, David G.
;
Wohar, Mark E.
- In:
The Manchester School
79
(
2011
)
3
,
pp. 510-527
Persistent link: https://www.econbiz.de/10009266797
Saved in:
2
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
3
An analysis of the time series properties of the UK ex-post real interest rate : fractional integration, breaks or nonlinear
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1697-1707
Persistent link: https://www.econbiz.de/10009012376
Saved in:
4
Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
16
(
2006
)
13
,
pp. 959-972
Persistent link: https://www.econbiz.de/10003377850
Saved in:
5
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
6
Non-linear error correction : evidence for UK interest rates
McMillan, David G.
- In:
The Manchester School
72
(
2004
)
5
,
pp. 626-640
Persistent link: https://www.econbiz.de/10002156757
Saved in:
7
Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001939280
Saved in:
8
A tale of two cycles : co-fluctuations between UK regions and the Euro zone
Barrios Cobos, Salvador
;
Brülhart, Marius
;
Elliott, …
- In:
The Manchester School
71
(
2003
)
3
,
pp. 265-292
Persistent link: https://www.econbiz.de/10001769967
Saved in:
9
Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 599-607
Persistent link: https://www.econbiz.de/10001770840
Saved in:
10
Return-volume dynamics in UK futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 707-713
Persistent link: https://www.econbiz.de/10001702508
Saved in:
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