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Asset pricing dynamics
Markellos, Raphaēl N.; Mills, Terence C. - In: The European journal of finance 9 (2003) 6, pp. 533-556
Persistent link: https://www.econbiz.de/10001885595
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The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.; Jordanov, J. V. - In: Applied financial economics 13 (2003) 11, pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
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Misspecification testing and robust estimation of the market model : estimating betas for the FT-SE industry baskets
Mills, Terence C. - In: The European journal of finance 2 (1996) 4, pp. 319-331
Persistent link: https://www.econbiz.de/10001216123
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Stylized facts on the temporal and distributional properties of daily FT-SE returns
Mills, Terence C. - In: Applied financial economics 7 (1997) 6, pp. 599-604
Persistent link: https://www.econbiz.de/10001240571
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Time series and cross-section parameter stability in the market model : the implications for event studies
Coutts, J. Andrew - In: The European journal of finance 3 (1997) 3, pp. 243-259
Persistent link: https://www.econbiz.de/10001226318