//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"McMillan, David G."
~subject:"Share price"
~subject:"United Kingdom"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Rational bubbles and fractiona...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Share price
United Kingdom
Großbritannien
9
Volatility
6
Volatilität
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Index futures
3
Index-Futures
3
Kapitaleinkommen
3
1992-1995
2
Aktienmarkt
2
Derivat
2
Derivative
2
Estimation
2
Forecasting model
2
Handelsvolumen der Börse
2
Prognoseverfahren
2
Schätzung
2
Stock market
2
Trading volume
2
1957-2008
1
1986-1999
1
1986-2008
1
Branche
1
Canada
1
Cointegration
1
Comparison
1
Currency derivative
1
Deutschland
1
Economic sector
1
Exchange rate
1
Forecast
1
France
1
Frankreich
1
Germany
1
Information
1
Japan
1
more ...
less ...
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
McMillan, David G.
Campbell, John Y.
22
Stulz, René M.
22
Bordo, Michael D.
19
Blanchflower, David G.
17
Poterba, James M.
16
Banks, James
14
Bekaert, Geert
14
Bloom, Nicholas
14
Shleifer, Andrei
14
Van Reenen, John
13
Hong, Harrison G.
12
Shiller, Robert J.
12
Summers, Lawrence Henry
12
Blundell, Richard W.
11
Schwert, George William
11
Taylor, Alan M.
11
Veronesi, Pietro
11
Goetzmann, William N.
10
Itō, Takatoshi
10
Morck, Randall
10
Freeman, Richard B.
9
Gorton, Gary
9
Gupta, Rangan
9
Lamont, Owen A.
9
O'Rourke, Kevin Hjortshøj
9
Pástor, Ľuboš
9
Sadorsky, Perry A.
9
Stein, Jeremy C.
9
Ang, Andrew
8
Bansal, Ravi
8
Giglio, Stefano
8
Hodrick, Robert J.
8
Rigobón, Roberto
8
Smith, James P.
8
Tiwari, Aviral Kumar
8
Xiong, Wei
8
DeLong, James Bradford
7
Emmerson, Carl
7
Froot, Kenneth
7
more ...
less ...
Published in...
All
Applied financial economics
Energy economics
Working paper / National Bureau of Economic Research, Inc.
The European journal of finance
7
The journal of asset management
4
The Manchester School
3
The journal of futures markets
3
Applied economics
2
Economics letters
2
Financial markets, institutions & instruments
2
International journal of finance & economics : IJFE
2
International review of applied economics
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Research in international business and finance
2
Review of accounting & finance
2
Studies in economics and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics letters
1
Bulletin of economic research
1
Cogent economics & finance
1
Credit and capital markets : Kredit und Kapital
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Federal Reserve Bank of St. Louis Working Paper
1
International economics & finance journal : (IEFJ)
1
International journal of banking, accounting and finance
1
International journal of banking, accounting and finance : IJBAAF
1
International journal of forecasting
1
International journal of monetary economics and finance
1
International journal of monetary economics and finance : IJMEF
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of economic studies
1
Journal of economics & business
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of risk and financial management : JRFM
1
Journal of world economic review
1
Oxford bulletin of economics and statistics
1
Palgrave pivot
1
Quantitative finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
UK stock market predictability : evidence of time variation
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 1043-1055
Persistent link: https://www.econbiz.de/10009772196
Saved in:
4
Output and stock prices : an examination of the relationship over 200 years
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10009715952
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->