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Fifield, S. G. M.; McMillan, David G.; McMillan, Fiona J. - In: The European journal of finance 26 (2020) 11, pp. 1075-1101

Persistent link: https://www.econbiz.de/10012264949

McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics letters 2 (2006) 2, pp. 99-103

Persistent link: https://www.econbiz.de/10003302494

Kambouroudis, Dimos S.; McMillan, David G. - In: Applied economics 48 (2016) 13/15, pp. 1210-1228

Persistent link: https://www.econbiz.de/10011433080

Kambouroudis, Dimos S.; McMillan, David G. - In: Journal of international financial markets, … 37 (2015), pp. 114-137

Persistent link: https://www.econbiz.de/10011475043

Al Rababa'a, Abdel Razzaq - 2018

model specifications, volatility effects and other robustness considerations continue to support our results. These results …

Persistent link: https://www.econbiz.de/10012919223

McMillan, David G. - In: International journal of monetary economics and finance … 13 (2020) 5, pp. 429-445

Persistent link: https://www.econbiz.de/10012515166

McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 13/15, pp. 1079-1093

Persistent link: https://www.econbiz.de/10009317435

Khasawneh, Maher; McMillan, David G.; Kambouroudis, Dimos S - 2021

of the stocks with high idiosyncratic volatility (high IVOL). An out-of-sample prediction of future profitability is …

Persistent link: https://www.econbiz.de/10013322478

Korkusuz, Burak; McMillan, David G.; Kambouroudis, Dimos - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1517-1537

Persistent link: https://www.econbiz.de/10014253685

McMillan, David G.; Ziadat, Salem Adel - 2022

variance risk premium, which incorporates both implied and realised volatility, has recently come for the fore. It is well …

Persistent link: https://www.econbiz.de/10013297940