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~accessRights:"restricted"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Cakici, Nusret"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Conference proceedings"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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Capital income
Estimation
Großbritannien
Income tax
Prognoseverfahren
United States
Zeitreihenanalyse
Kapitaleinkommen
5
Börsenkurs
4
Share price
4
Volatility
4
Volatilität
4
Anlageverhalten
3
Behavioural finance
3
Capital market returns
3
Forecasting model
3
Kapitalmarktrendite
3
Return predictability
3
Schätzung
3
ARCH model
2
ARCH-Modell
2
CAPM
2
The cross-section of stock returns
2
Theorie
2
Theory
2
ASSET pricing
1
Aktienmarkt
1
Asset bubbles
1
Asset pricing
1
Bank
1
Bank risk
1
Bankrisiko
1
Banks
1
Behavioral biases
1
Behavioral finance
1
Bias
1
Bubbles
1
COVID-19
1
China
1
Chronological return ordering
1
Communication media
1
Complex
1
Conditional returns
1
Coronavirus
1
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Article
7
Type of publication (narrower categories)
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Article in journal
Bibliografie
Conference proceedings
Einführung
Mehrbändiges Werk
Statistik
Aufsatz in Zeitschrift
7
Language
All
English
Author
All
Blundell, Richard W.
Bryson, Alex
Cakici, Nusret
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Narayan, Paresh Kumar
12
Sharma, Susan Sunila
6
Apergēs, Nikolaos
5
Zaremba, Adam
5
Buchner, Axel
4
Dinh Hoang Bach Phan
4
Bilgin, Mehmet Huseyin
3
Demir, Ender
3
Devpura, Neluka
3
Fu, Chengbo
3
Gozgor, Giray
3
Lau, Chi Keung
3
Long, Huaigang
3
Lucey, Brian M.
3
Luo, Di
3
Mensi, Walid
3
Mohamed, Abdulkadir
3
Sakemoto, Ryuta
3
Sosvilla-Rivero, Simón
3
Urquhart, Andrew
3
Wagner, Niklas F.
3
Abad, Pilar
2
Afonso, António
2
Alaoui, Abdelkader O. el
2
Balcilar, Mehmet
2
Benkraiem, Ramzi
2
Boateng, Agyenim
2
Bornholt, Graham
2
Bouri, Elie
2
Byrne, Joseph P.
2
Chiah, Mardy
2
Cho, Dooyeon
2
Cho, Hoon
2
Franses, Philip Hans
2
Goutte, Stéphane
2
Gómez Puig, Marta
2
Hammoudeh, Shawkat
2
Han, Heejoon
2
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Journal of international financial markets, institutions & money
International review of financial analysis
9
Finance research letters
7
Economic modelling
6
Research in international business and finance
6
The European journal of finance
6
Labour economics : official journal of the European Association of Labour Economists
5
New Zealand economic papers
5
Pacific-Basin finance journal
5
Applied economics
4
Journal of banking & finance
4
International journal of finance & economics : IJFE
3
Journal of economic dynamics & control
3
Oxford economic papers
3
Review of quantitative finance and accounting
3
Applied economics letters
2
Asia Pacific financial markets
2
BJIR : an international journal of employment relations
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economica
2
European journal of industrial relations
2
IZA Journal of Labor Economics
2
Industrial relations journal
2
International journal of economics and finance
2
International tax and public finance
2
Journal of economic behavior & organization : JEBO
2
Studies in economics and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of asset management
2
The review of economics and statistics
2
AEA papers and proceedings
1
American economic journal : a journal of the American Economic Association
1
American economic review
1
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
Computational economics
1
Econometrics : open access journal
1
Economics letters
1
Economics of education review
1
Energy economics
1
Environmental and resource economics
1
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ECONIS (ZBW)
7
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1
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
2
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
3
Forecasting realised volatility : does the LASSO approach outperform HAR?
Ding, Yi
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803163
Saved in:
4
Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012801522
Saved in:
5
Does feedback trading drive returns of cross-listed shares?
Chen, Jing
;
Dong, Yizhe
;
Hou, Wenxuan
;
McMillan, David G.
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 179-199
Persistent link: https://www.econbiz.de/10011983852
Saved in:
6
The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies
McMillan, David G.
;
McMillan, Fiona J.
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011892256
Saved in:
7
Is there an ideal in-sample length for forecasting volatility?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
Saved in:
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