Non-linear long horizon returns predictability: evidence from six south-east Asian markets.
- Published in:
- Asia-Pacific Financial Markets, 2006, v. 13, n. 2, p. 95, doi. 10.1007/s10690-007-9036-y
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- Publication type:
- Article
Works matching AU McMillan, David
Results: 467
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Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility.
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- Asia-Pacific Financial Markets, 2005, v. 12, n. 3, p. 199, doi. 10.1007/s10690-006-9023-8
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- Publication type:
- Article
3
A Fundamental Misunderstanding of Risk: The Bias Associated with the Annualized Calculation of Standard Deviation.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1857005
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- Publication type:
- Article
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How Islamic and conventional bank in Indonesia contributing sustainable development goals achievement.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1856458
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- Article
5
Multimarket contacts and bank profitability: do diversification and bank ownership matter?
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1849981
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- Article
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Earnings management to avoid earnings decreases and losses: Evidence from Vietnamese listed companies.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1849980
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- Article
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Investigation of Factors Influencing Risk Tolerance among Investors using Ordinal Logistic Regression: A case from Nepal.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1849970
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Analysing investment product choice in South Africa under the investor lifecycle.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1848972
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- Publication type:
- Article
9
Enterprise risk management and firm performance: Empirical evidence from Ghana equity market.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1840102
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Macroeconomic surprises and stock market responses in view of global linkage – A study of Indian stock market.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1839171
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Regulation's influence on EU banking efficiency: An evaluation post crisis.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1838735
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- Article
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Dynamic modeling of idiosyncratic risk under economic sensitivity. A case of Pakistan.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1838734
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Role of size and risk effects in value anomaly: Evidence from the Indian stock market.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1838694
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- Publication type:
- Article
14
Dynamics of bank capital ratios and risk-taking: Evidence from US commercial banks.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1838693
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- Article
15
Price-sensitive announcements and stock return anomalies: Evidence from Pakistan.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1838692
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Investigating the determinants and growth of financial technology depth of penetration among the heterogeneous Africa economies.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1838691
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Symmetrical cointegrating relationship between money supply, interest rates, consumer price index, terroristic disruptions, and Karachi stock exchange: Does global financial crisis matter?
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1838689
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The conundrum of bank capital structure: Empirical evidence from Pakistan.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1838688
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- Publication type:
- Article
19
Ownership concentration, firm life cycle, and leverage: Evidence from Italian family firms.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1838687
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The role of reference-dependent preferences in the idiosyncratic volatility puzzle: Evidence from Korea.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1838686
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- Publication type:
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21
Efficiently monitoring the ship of financially distressed companies sinking in Iron law of earnings management: Evidence from Pakistan.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1838685
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Asset-pricing models: A case of Indian capital market.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1832732
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- Publication type:
- Article
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Nexus between healthcare financing and output per capita: Analysis of countries in ECOWAS sub-region.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1832729
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- Publication type:
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24
Real exchange rate in the long run: A multi-resolution analysis.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1831725
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Does option trading affect idiosyncratic momentum?
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1824362
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- Publication type:
- Article
26
Agency conflicts, firm value, and monitoring mechanisms: An empirical evidence from Indonesia.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1822018
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- Publication type:
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Market miracles: Resilience of Karachi stock exchange index against terrorism in Pakistan.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1821998
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28
Speculation in Delhi potato wholesale markets, 2007–2019: Causal connections of prices and arrival quantities.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1821997
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- Publication type:
- Article
29
The effect of macroeconomic variables on exchange rate: Evidence from Ghana.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1821483
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The effect of economic policy uncertainty and herding on leverage: An examination of the BRICS countries.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1821482
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- Publication type:
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31
Holdings of sovereign bonds by commercial banks in Vietnam.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1818409
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- Publication type:
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32
Return predictability and valuation ratios: sector-level evidence on the Johannesburg stock exchange.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1817252
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- Publication type:
- Article
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Corporate governance structure, Bank externalities and sensitivity of non-performing loans in Nigeria.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1816611
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- Publication type:
- Article
34
Macroeconomic variables and long-term stock market performance. A panel ARDL cointegration approach for G7 countries.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1816257
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35
Restrictive policy impacts in emerging economies.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1815979
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- Publication type:
- Article
36
Firm age and crude oil returns: Stock price sensitivity of oil-producing and consuming companies.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1812252
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- Publication type:
- Article
37
Price discovery of South African stocks cross-listed on the New York Stock Exchange.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1810879
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- Publication type:
- Article
38
Economic growth in an oil-dominant economy of Nigeria: The role of financial system development.
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- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1810390
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- Publication type:
- Article
39
Geographic loan diversification and bank risk: A cross-country analysis.
- Published in:
- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1809120
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- Publication type:
- Article
40
Ownership, bank size, capitalization and bank performance: Evidence from India.
- Published in:
- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1808282
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- Publication type:
- Article
41
Effects of the 2008 financial crisis on the linkages among the oil, gold, and platinum markets.
- Published in:
- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1807684
- By:
- Publication type:
- Article
42
Financial literacy, financial self-efficacy and financial account ownership behavior in Pakistan.
- Published in:
- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1806479
- By:
- Publication type:
- Article
43
Connectedness of cryptocurrencies and gold returns: Evidence from frequency-dependent quantile regressions.
- Published in:
- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1804037
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- Publication type:
- Article
44
Price discovery in the cryptocurrency option market: A univariate GARCH approach.
- Published in:
- 2020
- By:
- Publication type:
- Letter
45
The effect of new futures contracts on gold futures price volatility: Evidence from the Thailand futures exchange.
- Published in:
- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1802807
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- Publication type:
- Article
46
Oil price shocks against stock return of oil- and gas-related firms in the economic depression: A new evidence from a copula approach.
- Published in:
- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1799908
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- Publication type:
- Article
47
A model for female South African investors' financial risk tolerance.
- Published in:
- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1794493
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- Publication type:
- Article
48
Environmental accounting practices and cost of capital of enterprises in Vietnam.
- Published in:
- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1790964
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- Publication type:
- Article
49
Compliance with income tax administration among micro, small and medium enterprises in Ghana.
- Published in:
- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1782074
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- Publication type:
- Article
50
Determinants of the choice of share buyback methods: A study in India.
- Published in:
- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1782073
- By:
- Publication type:
- Article