Article
Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations
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
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
Organisational Support for High-Performance Athletes to Develop Financial Literacy and Self-Management Skills
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
Ethical Disputes, Coordinating Acts and NGO Accountability: Evidence from an NGO river-care programme in Malaysia
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.
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
Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective
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
The capitalisation of intangibles debate: accounting for exploration and evaluation expenditure in extractive activities.
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
Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility
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
The Predictive Ability Of Stock Market Factors
Elgammal M, Ahmed F & McMillan D (2021) The Predictive Ability Of Stock Market Factors. Studies in Economics and Finance. https://doi.org/10.1108/SEF-01-2021-0010
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
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
