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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
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How did the location of industry respond to falling transport costs in Britain before Word War I?
Crafts, Nicholas; Mulatu, Abay - In: The journal of economic history 66 (2006) 3, pp. 575-607
Persistent link: https://www.econbiz.de/10003385216
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The location of the UK cotton textiles industry in 1838 . a quantitative analysis
Crafts, Nicholas; Wolf, Nikolaus - In: The journal of economic history 74 (2014) 4, pp. 1103-1139
Persistent link: https://www.econbiz.de/10010497674
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Productivity growth in the industrial revolution : a new growth accounting perspective
Crafts, Nicholas - In: The journal of economic history 64 (2004) 2, pp. 521-535
Persistent link: https://www.econbiz.de/10002125488
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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
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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
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Sectoral output trends and cycles in Victorian Britain
Mills, Terence C.; Crafts, Nicholas - In: Economic modelling 21 (2004) 2, pp. 217-232
Persistent link: https://www.econbiz.de/10001888998
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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
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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
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Simulating the two views of the British industrial revolution
Harley, Charles Knick; Crafts, Nicholas - In: The journal of economic history 60 (2000) 3, pp. 819-841
Persistent link: https://www.econbiz.de/10001521171