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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
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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
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Sum of the parts stock return forecasting : international evidence
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 10/12, pp. 837-845
Persistent link: https://www.econbiz.de/10009232515
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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
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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
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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, pp. 1615-1630
Persistent link: https://www.econbiz.de/10009966923
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Structural breaks in volatility: the case of UK sector returns
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 15, pp. 1079-1094
Persistent link: https://www.econbiz.de/10009181351
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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
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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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Volatility forecasts : the role of asymmetric and long-memory dynamics and regional evidence
Evans, Twm; McMillan, David G. - In: Applied financial economics 17 (2007) 16/18, pp. 1421-1430
Persistent link: https://www.econbiz.de/10003605849