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Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market
McMillan, David G.; Speight, Alan E. H. - In: The journal of futures markets 22 (2002) 11, pp. 1037-1057
Persistent link: https://www.econbiz.de/10001713575
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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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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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Non-linear predictability of UK stock market returns
McMillan, David G. - In: Oxford bulletin of economics and statistics 65 (2003) 5, pp. 557-573
Persistent link: https://www.econbiz.de/10001839532
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Nonlinear predictability of short-run deviations in UK stock market return
McMillan, David G. - In: Economics letters 84 (2004) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10002116187
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Present value model, bubbles and returns predictability : sector-level evidence
McMillan, David G. - In: Journal of business finance & accounting : JBFA 37 (2010) 5/6, pp. 668-686
Persistent link: https://www.econbiz.de/10008698689
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Does the BEYR help predict UK sector returns?
McMillan, David G. - In: The journal of asset management 12 (2011) 2, pp. 146-156
Persistent link: https://www.econbiz.de/10009232548
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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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Return and volatility spillovers in three euro exchange rates
McMillan, David G.; Speight, Alan E. H. - In: Journal of economics & business 62 (2010) 2, pp. 79-93
Persistent link: https://www.econbiz.de/10003949050
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Investing in European stock markets for high-technology firms
Pierdzioch, Christian; Schertler, Andrea - In: Global finance journal 18 (2008) 3, pp. 400-415
Persistent link: https://www.econbiz.de/10003711953