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The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies
McMillan, David G.; McMillan, Fiona J. - In: Journal of international financial markets, … 47 (2017), pp. 103-113
Persistent link: https://www.econbiz.de/10011892256
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Order imbalance and individual stock returns : theory and evidence
Chordia, Tarun; Subrahmanyam, Avanidhar - In: Journal of financial economics 72 (2004) 3, pp. 485-518
Persistent link: https://www.econbiz.de/10002089409
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Nonlinear predictability of stock market returns : evidence from nonparametric and threshold models
McMillan, David G. - In: International review of economics & finance : IREF 10 (2001) 4, pp. 353-368
Persistent link: https://www.econbiz.de/10001651410
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Trading activity and expected stock returns
Chordia, Tarun; Subrahmanyam, Avanidhar; Anshuman, V. Ravi - In: Journal of financial economics 59 (2001) 1, pp. 3-32
Persistent link: https://www.econbiz.de/10001540927
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Distinguishing between rationales for short-horizon predictability of stock returns
Subrahmanyam, Avanidhar - In: The financial review : the official publication of the … 40 (2005) 1, pp. 11-35
Persistent link: https://www.econbiz.de/10002590097
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The term structure of bond market liquidity and its implications for expected bond returns
Goyenko, Ruslan; Subrahmanyam, Avanidhar; Ukhov, Andrey - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 111-139
Persistent link: https://www.econbiz.de/10008991268
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An analysis of the Amihud illiquidity premium
Brennan, Michael J.; Huh, Sahn-wook; Subrahmanyam, Avanidhar - In: Review of asset pricing studies 3 (2013) 1, pp. 133-176
Persistent link: https://www.econbiz.de/10010188874
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Level-shifts and non-linearity in US financial ratios : implications for returns predictability and the present value model
McMillan, David G. - In: Review of accounting & finance 9 (2010) 2, pp. 189-207
Persistent link: https://www.econbiz.de/10003991054
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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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Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo; McMillan, David G.; Wohar, Mark E. - In: Finance research letters 10 (2013) 1, pp. 34-40
Persistent link: https://www.econbiz.de/10009728606