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person:"Brooks, Chris"
~isPartOf:"Applied financial economics letters"
~person:"McMillan, David G."
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Brooks, Chris
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Applied financial economics letters
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Discussion paper in urban and regional economics / C
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International journal of finance & economics : IJFE
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International review of financial analysis
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The European journal of finance
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Recent advances in estimating nonlinear models : with applications in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Market trader heterogeneity and high frequency volatility dynamics : further evidence from intra-day FTSE-100 futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 99-103
Persistent link: https://www.econbiz.de/10003302494
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An alternative approach in investigating lead-lag relationships between stock and stock index futures markets : comment
Hasan, Mohammad S.
- In:
Applied financial economics letters
1
(
2005
)
2
,
pp. 125-130
Persistent link: https://www.econbiz.de/10002807139
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