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~isPartOf:"Applied financial economics"
~isPartOf:"National Institute economic review"
~isPartOf:"Scottish journal of political economy : the journal of the Scottish Economic Society"
~language:"eng"
~person:"Speight, Alan E. H."
~subject:"Großbritannien"
~subject:"KMU"
~subject:"SME"
~type_genre:"Article in journal"
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Speight, Alan E. H.
Kirby, Simon
27
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11
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10
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ECONIS (ZBW)
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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:
2
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:
3
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:
4
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:
5
Forecasting UK stock market volatility
McMillan, David G.
;
Speight, Alan E. H.
;
Ap Gwilym, Owain
- In:
Applied financial economics
10
(
2000
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001526630
Saved in:
6
The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain
;
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
Saved in:
7
UK output variability and growth : some further evidence
Speight, Alan E. H.
- In:
Scottish journal of political economy : the journal of …
46
(
1999
)
2
,
pp. 175-184
Persistent link: https://www.econbiz.de/10001394333
Saved in:
8
Testing for asymmetries in UK macroeconomic tome series
Speight, Alan E. H.
- In:
Scottish journal of political economy : the journal of …
45
(
1998
)
2
,
pp. 158-170
Persistent link: https://www.econbiz.de/10001240205
Saved in:
9
Arbitrator decision-making in the transfer market : an empirical analysis
Speight, Alan E. H.
- In:
Scottish journal of political economy : the journal of …
44
(
1997
)
2
,
pp. 198-215
Persistent link: https://www.econbiz.de/10001240025
Saved in:
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