Fiona Jayne McMillan

University of St. Andrews

North St

St Andrews, Fife KY16 9AJ

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS
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SSRN RANKINGS

Top 45,440

in Total Papers Downloads

889

CITATIONS
Rank 40,528

SSRN RANKINGS

Top 40,528

in Total Papers Citations

8

Scholarly Papers (6)

1.

The Dynamics of US Bank Profitability

Forthcoming, European Journal of Finance
Number of pages: 32 Posted: 15 Dec 2011 Last Revised: 21 Mar 2018
University of St. Andrews - School of Management, University of Aberdeen, University of St. Andrews and University of St. Andrews
Downloads 463 (60,151)
Citation 4

Abstract:

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banking, crisis, deregulation, profitability, persistence, regulation

2.

Forecasting Stock Returns: Do Commodity Prices Help?

Number of pages: 34 Posted: 18 Jul 2014
University of Aberdeen - Business School, University of Aberdeen - Business School, University of Stirling and University of St. Andrews
Downloads 275 (109,262)
Citation 1

Abstract:

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Stock Prices, Commodity Prices, Forecasting, Rolling

3.

U.S. Bank Market Structure: Evolving Nature and Implications

Number of pages: 48 Posted: 12 Nov 2015
David G. McMillan and Fiona Jayne McMillan
University of Stirling and University of St. Andrews
Downloads 48 (390,105)
Citation 2

Abstract:

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Banks, Market Structure, Profit Persistence, Risk

4.

Is There a Risk and Return Relation?

Number of pages: 46 Posted: 09 Oct 2017
Suzanne G.M. Fifield, David G. McMillan and Fiona Jayne McMillan
University of Dundee, University of Stirling and University of St. Andrews
Downloads 45 (400,463)

Abstract:

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Stocks, Return, Risk, Volatility, Quantile, Bull v’s Bear, Index, Firm-Level

5.

The Interaction between Risk, Return-Risk Trade-Off and Complexity: Evidence and Policy Implications for US Bank Holding Companies

Number of pages: 29 Posted: 25 Nov 2016
David G. McMillan and Fiona Jayne McMillan
University of Stirling and University of St. Andrews
Downloads 31 (456,546)

Abstract:

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Banks, Risk, Earnings, Volatility, Risk-Return, Complex, Prospect Theory, Market Structure, Sharpe Ratio

6.

Time-Varying Correlations and Interrelations: Firm-Level Based Sector Evidence

Number of pages: 24 Posted: 25 Oct 2016
Pornsawan Evans, David G. McMillan and Fiona Jayne McMillan
Swansea University - College of Business, Economic and Law, University of Stirling and University of St. Andrews
Downloads 27 (476,022)
Citation 1

Abstract:

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Stock Markets, Correlations, Firm-Level, Sectors, Time-Varying