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Equity prices, dividends and gilt yields in the UK : cointegration, error correction and "confidence"
Mills, Terence C. - In: Scottish journal of political economy : the journal of … 38 (1991) 3, pp. 242-255
Persistent link: https://www.econbiz.de/10001108277
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Predicting the unpredictable? : Science and guesswork in financial market forecasting
Mills, Terence C. - 1992
Persistent link: https://www.econbiz.de/10013203900
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The international transmission of bond market movements
Mills, Terence C. - In: Bulletin of economic research 43 (1991) 3, pp. 273-281
Persistent link: https://www.econbiz.de/10001107367
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The econometrics of the "market model" : cointegration, error correction and exogeneity
Mills, Terence C. - In: International journal of finance & economics : IJFE 1 (1996) 4, pp. 275-286
Persistent link: https://www.econbiz.de/10001211526
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The market model and the event study method: a rejoinder
Coutts, J. Andrew - In: International review of financial analysis 5 (1996) 1, pp. 83-86
Persistent link: https://www.econbiz.de/10001215567
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Testing cumulative prediction errors in event study methodology
Coutts, J. Andrew - In: Journal of forecasting 14 (1995) 2, pp. 107-115
Persistent link: https://www.econbiz.de/10001176717
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The market model and the event study method : a synthesis of the econometric criticisms
Coutts, J. Andrew - In: International review of financial analysis 3 (1994) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10001178408
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Special issue on non-linear forecasting of financial time series
Mills, Terence C. (contributor) - In: Journal of forecasting 15 (1996) 3, pp. 127-270
Persistent link: https://www.econbiz.de/10001198528
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Lead-lag patterns between small and large size portfolios in the London Stock Exchange
Mills, Terence C.; Jordanov, Jordan V. - 1999
Persistent link: https://www.econbiz.de/10001428275