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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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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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Unit and fractional roots with deterministic trends in the UK output
Gil-Alaña, Luis A. - In: International advances in economic research : IAER ; an … 8 (2002) 4, pp. 348-356
Persistent link: https://www.econbiz.de/10001763169
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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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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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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
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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
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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
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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