Article
Khasawneh M, McMillan D & Kambouroudis D (2024) Left-Tail Risk and UK Stock Return Predictability: Underreaction, Overreaction, and Arbitrage Difficulties. International Review of Financial Analysis, 95 (A), Art. No.: 103333. https://doi.org/10.1016/j.irfa.2024.103333
Article
Performance evaluation in teaching: Dissecting student evaluations in higher education
Cook S, Watson D & Webb R (2024) Performance evaluation in teaching: Dissecting student evaluations in higher education. Studies in Educational Evaluation, 81. https://doi.org/10.1016/j.stueduc.2024.101342
Article
Numerological Superstitions and Market-Wide Herding: Evidence from China
Cui Y, Gavriilidis K, Gabka B & Kallinterakis V (2024) Numerological Superstitions and Market-Wide Herding: Evidence from China. International Review of Financial Analysis, 93. https://doi.org/10.1016/j.irfa.2024.103199
Article
CEO gender, critical mass of board gender diversity, and ESG performance: UK evidence
Al-Shaer H, Zaman M & Albitar K (2024) CEO gender, critical mass of board gender diversity, and ESG performance: UK evidence. Journal of Accounting Literature. https://doi.org/10.1108/JAL-10-2023-0181
Article
Do board monitoring and audit committee quality help risky firms reduce CSR controversies?
Kuzey C, Al-Shaer H, Uyar A & Karaman A (2024) Do board monitoring and audit committee quality help risky firms reduce CSR controversies?. Review of Quantitative Finance and Accounting. https://doi.org/10.1007/s11156-024-01280-6
Article
Corporate Accountability for Human Rights: Evidence from Conflict Mineral Ratings
Al-Shaer H, Albitar K & Hussainey K (2024) Corporate Accountability for Human Rights: Evidence from Conflict Mineral Ratings. Business and Society.
Article
Sustainable products and audit fees: empirical evidence from western European countries
Al Ani MK, ALshubiri F & Al-Shaer H (2024) Sustainable products and audit fees: empirical evidence from western European countries. Sustainability Accounting, Management and Policy Journal. https://doi.org/10.1108/SAMPJ-03-2023-0131
Article
The impact of internal governance mechanisms on environmental performance of Saudi firms
Alwadani N, Al-Shaer H & Khaldoon A (2024) The impact of internal governance mechanisms on environmental performance of Saudi firms. International Journal of Accounting and Information Management, 32 (1), pp. 40-57. https://doi.org/10.1108/IJAIM-04-2023-0084
Book Chapter
Creation and Consumption Experience of Cultural Value in Contemporary Art
Fillis I, Lee B & Fraser I (2023) Creation and Consumption Experience of Cultural Value in Contemporary Art. In: Jung Y, Vakharia N & Vecco M (eds.) The Oxford Handbook of Arts and Cultural Management. Oxford: Oxford University Press. https://doi.org/10.1093/oxfordhb/9780197621615.013.28
Book Chapter
Cultural Value and Professionalization of Emerging Contemporary Artists
Fillis I, Lee B & Fraser I (2023) Cultural Value and Professionalization of Emerging Contemporary Artists. In: Wyszomirski MJ & Chang W (eds.) Abingdon: Routledge, pp. 164-183. https://doi.org/10.4324/9781003138693-11
Editorial
Sustainability Accounting in the Global Context
Al-Shaer H, Albitar K & Li Z (2023) Sustainability Accounting in the Global Context. Sustainability. https://www.mdpi.com/si/135427
Article
Public governance, corporate governance, and excessive ESG
Kuzey C, Al-Shaer H, Karaman A & Uyar A (2023) Public governance, corporate governance, and excessive ESG. Corporate Governance, 23 (7), pp. 1748-1777. https://doi.org/10.1108/CG-01-2023-0028
Article
Do foreign directors reinforce better waste management? The moderating role of eco-innovation
Uyar A, Al-Shaer H, Kuzey C & Karaman A (2023) Do foreign directors reinforce better waste management? The moderating role of eco-innovation. Business Strategy and the Environment. https://doi.org/10.1002/bse.3589
Article
Driving businesses towards a better climate: Macro and micro mechanisms to protect the planet
Al-Shaer H, Liu S & Khaldoon A (2023) Driving businesses towards a better climate: Macro and micro mechanisms to protect the planet. Business Strategy and the Environment. https://doi.org/10.1002/bse.3575
Article
Student dissatisfaction in Higher Education: a ‘fuzzy’ index approach
Cook S, Watson D, Webb A & Webb R (2023) Student dissatisfaction in Higher Education: a ‘fuzzy’ index approach. Studies in Higher Education. https://doi.org/10.1080/03075079.2023.2258933
Article
High-performance athletes’ transition out of sport: developing corporate social responsibility
Hong HJ & Fraser I (2023) High-performance athletes’ transition out of sport: developing corporate social responsibility. International Journal of Sport Policy and Politics. https://doi.org/10.1080/19406940.2023.2242877
Article
Oil price shocks and stock-bond correlation
Ziadat SA, Al Rababa'a ARA, Rehman M & McMillan D (2023) Oil price shocks and stock-bond correlation. North American Journal of Economics and Finance, 68, Art. No.: 101989. https://doi.org/10.1016/j.najef.2023.101989
Article
Al-Shaer H, Uyar A, Kuzey C & Karaman A (2023) Do shareholders punish or reward excessive CSR engagement? The moderating effect of cash flow and firm growth. International Review of Financial Analysis, 88, Art. No.: 102672. https://doi.org/10.1016/j.irfa.2023.102672
Policy Document
Reforming governance within banks
Webb R & Markus K (2023) Reforming governance within banks. Chartered Bankers Institute/Starling Insights. Deeper Dive — UK Parliamentary Commission on Banking Standards: A Global 10-Year Look-Back.
Article
Using Interest Rates to Predict Economic Growth: Are Corporate Bonds Better?
McMillan D (2023) Using Interest Rates to Predict Economic Growth: Are Corporate Bonds Better?. International Journal of Finance and Economics.
Article
Ketterer S, Dionysiou D, Eierle B & Tsalavoutas I (2023) Validating implied cost of capital with realized returns by using alternative measures of cash-flow news. British Accounting Review. https://doi.org/10.1016/j.bar.2023.101220
Article
Corporate strategy, board composition, and firm value
Al-Shaer H, Kuzey C, Uyar A & Karaman A (2023) Corporate strategy, board composition, and firm value. International Journal of Finance and Economics. https://doi.org/10.1002/ijfe.2827
Article
Do Financial Markets Predict Macroeconomic Performance? Evidence from Risk-Based Measures
McMillan D (2023) Do Financial Markets Predict Macroeconomic Performance? Evidence from Risk-Based Measures. Manchester School.
Research Report
Reporting of R&D: Disclosure without Recognition?
Dionysiou D, Slack R, Tsalavoutas Y & Tsoligkas F (2023) Reporting of R&D: Disclosure without Recognition?. Association of Chartered Certified Accountants and Adam Smith Business School. University of Glasgow. https://doi.org/10.36399/gla.pubs.298677
Article
Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets
Korkusuz B, Kambouroudis D & McMillan DG (2023) Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets. Finance Research Letters. https://doi.org/10.1016/j.frl.2023.103992
Article
CEO power and CSR‑linked compensation for corporate environmental responsibility: UK evidence
Al-Shaer H, Albitar K & Liu J (2023) CEO power and CSR‑linked compensation for corporate environmental responsibility: UK evidence. Review of Quantitative Finance and Accounting, 60, pp. 1025-1063. https://doi.org/10.1007/s11156-022-01118-z
Newspaper Article
Why you should care about recent bumper bank profits
Webb R (2023) Why you should care about recent bumper bank profits. The Conversation. 05.04.2023.
Article
Do Artificial Neural Networks Provide Improved Volatility Forecasts: Evidence from Asian Markets
McMillan D, Kambouroudis D & Sahiner M (2023) Do Artificial Neural Networks Provide Improved Volatility Forecasts: Evidence from Asian Markets. Journal of Economics and Finance.
Article
Brahma S, Gavriilidis K, Kallinterakis V, Verousis T & Zhang M (2023) LGBTQ and finance. International Review of Financial Analysis, 86, Art. No.: 102547. https://doi.org/10.1016/j.irfa.2023.102547
Article
Corporate Commitment to Climate Change: The Effect of Eco-Innovation and Climate Governance
albitar K, Al-Shaer H & Liu S (2023) Corporate Commitment to Climate Change: The Effect of Eco-Innovation and Climate Governance. Research Policy, 52 (2), Art. No.: 104697. https://doi.org/10.1016/j.respol.2022.104697
Article
Lee B, Sejas‐Portillo R & Fraser I (2023) Balancing perspectives on performance: “Measurement from the inside” and “measurement from the outside”. Nonprofit Management and Leadership. https://doi.org/10.1002/nml.21561
Article
Macro Uncertainty Impacts on ESG Performance and Carbon Emission Reduction Targets
Alandejani M & Al-Shaer H (2023) Macro Uncertainty Impacts on ESG Performance and Carbon Emission Reduction Targets. Sustainability, 15 (5), Art. No.: 4249. https://doi.org/10.3390/su15054249
Article
Economic Value Added Research: Mapping Thematic Structure and Research Trends
Tripathi PM, Chotia V, Solanki U, Meena R & Khandelwal V (2023) Economic Value Added Research: Mapping Thematic Structure and Research Trends. Risks, 11 (1), Art. No.: 9. https://doi.org/10.3390/risks11010009
Article
Identities in transition: Audit recruits and the German reunification
Detzen D, Evans L & Hoffmann S (2023) Identities in transition: Audit recruits and the German reunification. Accounting, Organizations and Society. https://doi.org/10.1016/j.aos.2022.101428
Article
Changwony F & Kyiu A (2023) Business strategies and corruption in SMEs: The impact of business group affiliation, external auditing and international standardisation certification. Business Strategy and the Environment. https://doi.org/10.1002/bse.3333
Article
Revisiting volatility spillovers in the Gulf Cooperation Council
Ziadat S & AlKhouri R (2022) Revisiting volatility spillovers in the Gulf Cooperation Council. Cogent Economics and Finance, 10 (1), Art. No.: 2031683. https://doi.org/10.1080/23322039.2022.2031683
Article
Adaptation of the Five-Step Career Planning Strategy Framework: A Pilot Intervention Case Study
Hong HJ & Fraser I (2022) Adaptation of the Five-Step Career Planning Strategy Framework: A Pilot Intervention Case Study. Case Studies in Sport and Exercise Psychology, 6 (1), pp. 62-69. https://doi.org/10.1123/cssep.2021-0033
Article
The status of people risk management in UK banks
Mabwe K, Ring PJ & Webb R (2022) The status of people risk management in UK banks. Journal of Operational Risk, 17, pp. 83-103. https://www.risk.net/journal-of-operational-risk/7950041/the-status-of-people-risk-management-in-uk-banks; https://doi.org/10.21314/JOP.2022.021
Article
What do Audit Committees do? Transparency and Impression Management
Al-Shaer H, Malik MF & Zaman M (2022) What do Audit Committees do? Transparency and Impression Management. Journal of Management and Governance, 26, pp. 1443-1468. https://doi.org/10.1007/s10997-021-09591-9
Newspaper Article
Banking reforms expert Q&A: will relaxing the rules help the UK economy and what are the risks?
Webb R (2022) Banking reforms expert Q&A: will relaxing the rules help the UK economy and what are the risks?. The Conversation. 09.12.2022.
Article
Expected Profitability, the 52-Week High and the Idiosyncratic Volatility Puzzle
McMillan D, Kambouroudis D & Khasawneh M (2022) Expected Profitability, the 52-Week High and the Idiosyncratic Volatility Puzzle. European Journal of Finance. https://doi.org/10.1080/1351847X.2022.2144401
Article
Rababa’a ARA, Alomari M, Rehman MU, McMillan D & Hendawi R (2022) Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management. Research in International Business and Finance, 61, Art. No.: 101664. https://doi.org/10.1016/j.ribaf.2022.101664
Newspaper Article
How to understand what’s going on with UK mortgage rates
Webb R (2022) How to understand what’s going on with UK mortgage rates. The Conversation. 14.10.2022. https://theconversation.com/how-to-understand-whats-going-on-with-uk-mortgage-rates-192365
Article
Lottery Stocks in the UK: Evidence, Characteristics and Cause
McMillan D, Kambouroudis D & Khasawneh M (2022) Lottery Stocks in the UK: Evidence, Characteristics and Cause. International Journal of Banking, Accounting and Finance.
Article
Korkusuz B, McMillan D & Kambouroudis D (2022) Complex Network Analysis of Volatility Spillovers between Global Financial Indicators and G20 Stock Markets. Empirical Economics. https://doi.org/10.1007/s00181-022-02290-w
Article
The role of institutional relationships in shaping the career development of emerging artists
Fillis I, Lee B & Fraser I (2022) The role of institutional relationships in shaping the career development of emerging artists. Arts and the Market, 12 (2), pp. 133-149. https://doi.org/10.1108/aam-04-2022-0021
Article
Dey C & Russell S (2022) Still Flying in the Face of Low-carbon Scholarship? A Final Call for the CSEAR Community to Get on Board. Social and Environmental Accountability Journal. https://doi.org/10.1080/0969160X.2022.2094983
Article
To sell or not to sell? Pricing strategies of newly-graduated artists
Lee B, Fraser I & Fillis I (2022) To sell or not to sell? Pricing strategies of newly-graduated artists. Journal of Business Research, 145, pp. 595-604. https://doi.org/10.1016/j.jbusres.2022.03.035
Article
Al-Shaer H & Hussainey K (2022) Sustainability reporting beyond the business case and its impact on sustainability performance: UK evidence. Journal of Environmental Management, 311, Art. No.: 114883. https://doi.org/10.1016/j.jenvman.2022.114883
Article
Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests
Apergis N, Gavriilidis K & Gupta R (2022) Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests. Tourism Economics. https://doi.org/10.1177/13548166221110540
Newspaper Article
Inflation: there's a vital way to reduce it that everyone overlooks - raise productivity
McMillan D (2022) Inflation: there's a vital way to reduce it that everyone overlooks - raise productivity. The Conversation. 27.05.2022.
Article
Oil-Stock Nexus: The Role of Oil Shocks for GCC Markets
Ziadat SA & McMillan D (2022) Oil-Stock Nexus: The Role of Oil Shocks for GCC Markets. Studies in Economics and Finance. https://doi.org/10.1108/SEF-12-2021-0529
Article
Creating Sustainability Reports that Matter: an investigation of factors behind the narratives
Al-Shaer H, Albitar K & Hussainey K (2022) Creating Sustainability Reports that Matter: an investigation of factors behind the narratives. Journal of Applied Accounting Research, 23 (3), pp. 738-763. https://doi.org/10.1108/JAAR-05-2021-0136
Article
Ziadat SA, McMillan D & Herbst P (2022) Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations. Resources Policy, 75, Art. No.: 102461. https://doi.org/10.1016/j.resourpol.2021.102461
Article
Ang SY & Wickramasinghe D (2022) Ethical Disputes, Coordinating Acts and NGO Accountability: Evidence from an NGO river-care programme in Malaysia. Critical Perspectives on Accounting. https://doi.org/10.1016/j.cpa.2022.102416
Review
Feedback trading: a review of theory and empirical evidence
Economou F, Gavriilidis K, Gebka B & Kallinterakis V (2022) Feedback trading: a review of theory and empirical evidence. Review of Behavioural Finance. https://doi.org/10.1108/rbf-12-2021-0268
Article
Hong HJ & Fraser I (2022) Organisational Support for High-Performance Athletes to Develop Financial Literacy and Self-Management Skills. Journal of Risk and Financial Management, 15 (1), Art. No.: 17. https://doi.org/10.3390/jrfm15010017
Article
The Time-Varying Relation between Stock Returns and Monetary Variables
McMillan DG (2022) The Time-Varying Relation between Stock Returns and Monetary Variables. Journal of Risk and Financial Management, 15 (1), Art. No.: 9. https://doi.org/10.3390/jrfm15010009
Article
Virtual Teaching Experience Amidst the Pandemic: A Perspective from the Middle East
Alexander R (2022) Virtual Teaching Experience Amidst the Pandemic: A Perspective from the Middle East. Management and Labour Studies. https://doi.org/10.1177/0258042X211069289
Article
The Predictive Ability Of Stock Market Factors
Elgammal M, Ahmed F & McMillan D (2022) The Predictive Ability Of Stock Market Factors. Studies in Economics and Finance, 39 (1), pp. 111-124. https://doi.org/10.1108/SEF-01-2021-0010
Article
Flipping the classroom: is it the type of flipping that adds value?
Webb R, Watson D, Shepherd C & Cook S (2021) Flipping the classroom: is it the type of flipping that adds value?. Studies in Higher Education, 46 (8), pp. 1649-1663. https://doi.org/10.1080/03075079.2019.1698535
Article
Forecasting U.S. Stock Returns
McMillan D (2021) Forecasting U.S. Stock Returns. European Journal of Finance, 27 (1-2), pp. 86-109. https://doi.org/10.1080/1351847X.2020.1719175
Article
Social Connectedness and Tourism Demand
Gavriilidis K (2021) Social Connectedness and Tourism Demand. Current Issues in Tourism, 24 (14), pp. 1930-1934. https://doi.org/10.1080/13683500.2020.1803222
Article
The effects of geopolitical risk and economic policy uncertainty on dry bulk shipping freight rates
Drobetz W, Gavriilidis K, Krokida S & Tsouknidis D (2021) The effects of geopolitical risk and economic policy uncertainty on dry bulk shipping freight rates. Applied Economics, 53 (19), pp. 2218-2229. https://doi.org/10.1080/00036846.2020.1857329
Book Chapter
Capturing traditions and preserving outcomes: evidence from Malaysian river-care programmes
Ang SY & Wickramasinghe D (2021) Capturing traditions and preserving outcomes: evidence from Malaysian river-care programmes. In: Hoque Z (ed.) Public Sector Reform and Performance Management in Emerging Economies: Outcomes-Based Approaches in Practice. Routledge Studies in Management, Organizations and Society. London and New York: Routledge, pp. 174-192. https://www.routledge.com/Public-Sector-Reform-and-Performance-Management-in-Emerging-Economies-Outcomes-Based/Hoque/p/book/9780367435523
Article
Hoepner AGF, McMillan D, Vivian A & Wese Simen C (2021) Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective. European Journal of Finance, 27 (1-2), pp. 1-7. https://doi.org/10.1080/1351847X.2020.1847725
Research Report
Constantatos A, Dionysiou D, Slack R, Tsalavoutas I & Tsoligkas F (2021) The capitalisation of intangibles debate: accounting for exploration and evaluation expenditure in extractive activities.. Association of Chartered Certified Accountants and Adam Smith Business School. Glasgow. https://doi.org/10.36399/gla.pubs.234937
Article
Multiscale Stock-Bond Correlation: Implications for Risk Management
Alrababa'a A, Alomari M & McMillan D (2021) Multiscale Stock-Bond Correlation: Implications for Risk Management. Research in International Business and Finance, 58, Art. No.: 101435. https://doi.org/10.1016/j.ribaf.2021.101435
Other
Climate Change Risk-related Disclosures in Extractive Industries: A Comparative Study
Baboukardos D, Dionysiou D, Slack R, Tsalavoutas I & Tsoligkas F (2021) Climate Change Risk-related Disclosures in Extractive Industries: A Comparative Study. Association of Chartered Certified Accountants. London: ACCA and Adam Smith Business School. https://doi.org/10.36399/gla.pubs.258686
Article
Kambouroudis D, McMillan D & Tsakou K (2021) Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility. Journal of Futures Markets, 41 (10), pp. 1618-1639. https://doi.org/10.1002/fut.22241
Article
Audit committee disclosure tone and earnings management
Al-Shaer H & Zaman M (2021) Audit committee disclosure tone and earnings management. Journal of Applied Accounting Research, 22 (5), pp. 780-799. https://doi.org/10.1108/JAAR-12-2020-0243
Article
Herding in Imperial Russia: Evidence from the St. Petersburg Stock Exchange (1865-1914)
Gavriilidis K & Kallinterakis V (2021) Herding in Imperial Russia: Evidence from the St. Petersburg Stock Exchange (1865-1914). Journal of Behavioral Finance. https://doi.org/10.1080/15427560.2021.1986715
Article
Forecasting Realised Volatility: Does the LASSO approach outperform HAR?
Ding Y, Kambouroudis D & McMillan D (2021) Forecasting Realised Volatility: Does the LASSO approach outperform HAR?. Journal of International Financial Markets, Institutions and Money, 74, Art. No.: 101386. https://doi.org/10.1016/j.intfin.2021.101386
Article
Capital Structure and Political Connections: Evidence from GCC Banks and the Financial Crisis
McMillan D & Ahmed F (2021) Capital Structure and Political Connections: Evidence from GCC Banks and the Financial Crisis. International Journal of Emerging Markets. https://doi.org/10.1108/IJOEM-03-2020-0261
Article
Albitar K, Al-Shaer H & Elmarzouky M (2021) Do Assurance and Assurance Providers Enhance COVID-related Disclosures in CSR Reports? An examination in the UK Context. International Journal of Accounting and Information Management, 29 (3), pp. 410-428. https://doi.org/10.1108/IJAIM-01-2021-0020
Article
Predicting GDP Growth with Stock and Bond Markets: Do They Contain Different Information?
McMillan D (2021) Predicting GDP Growth with Stock and Bond Markets: Do They Contain Different Information?. International Journal of Finance and Economics, 26 (3), pp. 3651-3675. https://doi.org/10.1002/ijfe.1980
Article
Forecasting Sector Stock Market Returns
McMillan D (2021) Forecasting Sector Stock Market Returns. Journal of Asset Management, 22 (5), pp. 291-300. https://doi.org/10.1057/s41260-021-00220-6
Article
Hong HJ & Fraser I (2021) 'My Sport Won't Pay the Bills Forever': High-Performance Athletes' Need for Financial Literacy and Self-Management. Journal of Risk and Financial Management, 14 (7), Art. No.: 324. https://doi.org/10.3390/jrfm14070324
Article
Goodacre A, Gaunt C & Henry D (2021) Publication records of Australian accounting and finance faculty promoted to full professor, set within an international context. Accounting and Finance, 61 (2), pp. 3089-3133. https://doi.org/10.1111/acfi.12695
Article
Saha AK, Al-Shaer H, Dixon R & Demirag I (2021) Determinants of Carbon Emission Disclosures and UN Sustainable Development Goals: The Case of UK Higher Education Institutions. Australian Accounting Review, 31 (2), pp. 79-107. https://doi.org/10.1111/auar.12324
Research Report
The capitalisation of intangibles debate: Software development costs
Dionysiou D, Slack R, Tsalavoutas I & Tsoligkas F (2021) The capitalisation of intangibles debate: Software development costs. ACCA. Glasgow: ACCA and Adam Smith Business School. https://www.accaglobal.com/gb/en/professional-insights/global-profession/capitalisation-intangibles-software-dev-costs.html
Article
When and Why Do Stock and Bond Markets Predict US Economic Growth?
McMillan D (2021) When and Why Do Stock and Bond Markets Predict US Economic Growth?. Quarterly Review of Economics and Finance, 80, pp. 331-343. https://doi.org/10.1016/j.qref.2021.03.004
Article
Savings goals and wealth allocation in household financial portfolios
Changwony FK, Campbell K & Tabner IT (2021) Savings goals and wealth allocation in household financial portfolios. Journal of Banking and Finance, 124, Art. No.: 106028. https://doi.org/10.1016/j.jbankfin.2020.106028
Article
The Role of Oil as a Determinant of Stock Market Interdependence: The Case of the USA and GCC
McMillan D, Ziadat S & Herbst P (2021) The Role of Oil as a Determinant of Stock Market Interdependence: The Case of the USA and GCC. Energy Economics, 95, Art. No.: 105102. https://doi.org/10.1016/j.eneco.2021.105102
Article
Price adjustment in the London housing market
Webb R, Watson D & Cook S (2021) Price adjustment in the London housing market. Urban Studies, 58 (1), pp. 113-130. https://doi.org/10.1177/0042098019878349
Article
The Information Content of US Stock Market Factors
McMillan D, Elgammal M & Ahmed F (2020) The Information Content of US Stock Market Factors. Studies in Economics and Finance, 37 (2), pp. 323-346. https://doi.org/10.1108/SEF-10-2019-0385
Article
Is There a Risk and Return Relation?
McMillan D, Fifield S & McMillan F (2020) Is There a Risk and Return Relation?. European Journal of Finance, 26 (11), pp. 1075-1101. https://doi.org/10.1080/1351847X.2020.1724551
Article
Exchange rate volatility in the eurozone
Bajo-Rubio O, Berke B & McMillan D (2020) Exchange rate volatility in the eurozone. Economics, 14 (2020-5), pp. 1-23. https://doi.org/10.5018/economics-ejournal.ja.2020-5
Article
Stock returns, illiquidity and feedback trading
Chen J & McMillan DG (2020) Stock returns, illiquidity and feedback trading. Review of Accounting and Finance, 19 (2), pp. 135-145. https://doi.org/10.1108/RAF-02-2017-0024