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An alternative approach to investigating lead-lag relationships between stock and stock index futures markets

Brooks, Chris; Garrett, Ian; Hinich, Melvin J. - In: Applied financial economics 9 (1999) 6, pp. 605-613

Persistent link: https://www.econbiz.de/10001525291

Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?

Brooks, Chris; Garrett, Ian - In: Applied financial economics 12 (2002) 1, pp. 25-31

Persistent link: https://www.econbiz.de/10001646093

Testing for seasonal patterns in conditional return volatility : evidence from Asia-Pacific markets

Clare, Andrew D. - In: Applied financial economics 7 (1997) 5, pp. 517-523

Persistent link: https://www.econbiz.de/10001229835

Calculating the equity cost of capital using the APT : the impact of the ERM

Antoniou, Antonios; Garrett, Ian; Priestley, Richard - In: Journal of international money and finance 17 (1998) 6, pp. 949-965

Persistent link: https://www.econbiz.de/10001381763

Portfolio diversification and excess comovement in commodity prices

Garrett, Ian; Taylor, Nicholas - In: The Manchester School 69 (2001) 4, pp. 351-368

Persistent link: https://www.econbiz.de/10001601622

Winter blues and time variation in the price of risk

Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316

Persistent link: https://www.econbiz.de/10002685123

Winter blues and time variation in the price of risk

Garrett, Ian (contributor); Kamstra, Mark J. (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002572427

Dividend growth, cash flow, and discount rate news

Garrett, Ian; Priestley, Richard - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 5, pp. 1003-1028

Persistent link: https://www.econbiz.de/10009709607

Dividend Growth, Cash Flow and Discount Rate News

Garrett, Ian - 2011

Using a new variable based on a model of dividend smoothing, we find dividend growth is highly predictable and cash flow news contributes importantly to return variability. Cash flow betas derived from this predictability are central to explaining the size effect in the cross section of returns....

Persistent link: https://www.econbiz.de/10013118990

Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market

Liu, Wei; Garrett, Ian - In: Economic modelling 128 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014464307