Ian D. McManus

University of Southampton - School of Management

Highfield

Southampton S017 1BJ, Hampshire SO17 1BJ

United Kingdom

  • University of Southampton - School of Management

SCHOLARLY PAPERS

5

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5

Scholarly Papers (5)

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1.

A Robust Estimation of the Relation between Stock Returns, Size, Dividend Yield and Payout Ratio

Number of pages: 24 Posted: 20 Jun 2002
Ian D. McManus, Owain Ap Gwilym and Stephen Thomas
University of Southampton - School of Management, Bangor Business School and University of Southampton - School of Management
Downloads 1,914 (9,592)

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2.

Trading Probability and Turnover as Measures of Liquidity Risk: Evidence from the U.K. Stock Market

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 7 Posted: 17 Nov 2008 Last Revised: 07 Jan 2009
Ian D. McManus, Peter N. Smith and Steve Thomas
University of Southampton - School of Management, University of York - Department of Economics and Related Studies and City University London - Sir John Cass Business School
Downloads 359 (97,413)

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Liquidity, Trading Probability, Turnover

3.

Fractional Versus Decimal Pricing: Evidence from the UK Long Gilt Futures Market

Number of pages: 35 Posted: 19 Apr 2003
Owain Ap Gwilym, Ian D. McManus and Stephen Thomas
Bangor Business School, University of Southampton - School of Management and University of Southampton - School of Management
Downloads 167 (208,088)
Citation 3

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Decimalisation, Tick size, Price clustering, Bid-ask spreads, Trade size

4.

Time Varying Prospective Utility and Optimal Asset Allocation for Stocks and Bonds: The Case of Australia and Japan, 1926-1995

Number of pages: 38 Posted: 13 Aug 2012
Ian D. McManus, Owain Ap Gwilym and Steve Thomas
University of Southampton - School of Management, Bangor Business School and City University London - Sir John Cass Business School
Downloads 62 (405,870)

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prospective utility, loss aversion, myopia, demographics, equity risk premium

5.

The Role of Payout Ratio in the Relationship between Stock Returns and Dividend Yield

Number of pages: 34 Posted: 29 Nov 2004
Ian D. McManus, Owain Ap Gwilym and Stephen Thomas
University of Southampton - School of Management, Bangor Business School and University of Southampton - School of Management
Downloads 21 (595,154)
Citation 1
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returns, asset pricing, payout ratio, dividend yield, earnings