1. How Predictable Are Equity Covariance Matrices? Evidence from High‐Frequency Data for Four Markets. (8th September 2014) Authors: Buckle, Mike; Chen, Jing; Williams, Julian Journal: Journal of forecasting Issue: Volume 33:Number 7(2014:Nov.) Page Start: 542 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Information Transmission across European Equity Markets During Crisis Periods. (6th August 2018) Authors: Chen, Jing; McMillan, David G.; Buckle, Mike Journal: Manchester school Issue: Volume 86:Number 6(2018) Page Start: 770 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Realised higher moments: theory and practice. Issue 13 (20th October 2016) Authors: Buckle, Mike; Chen, Jing; Williams, Julian M. Journal: European journal of finance Issue: Volume 22:Issue 13(2016) Page Start: 1272 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. The impact of multilateral trading facilities on price discovery: Further evidence from the European markets. Issue 4 (27th August 2019) Authors: Buckle, Mike; Chen, Jing; Guo, Qian; Li, Xiaoxi Journal: Financial markets, institutions and instruments Issue: Volume 28:Issue 4(2019) Page Start: 321 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗