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~isPartOf:"Applied economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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Estimation
Großbritannien
Income tax
Prognoseverfahren
United States
Volatilität
Zeitreihenanalyse
United Kingdom
13
Capital income
12
Kapitaleinkommen
12
Theorie
11
Theory
11
Börsenkurs
10
Schätzung
10
Share price
10
Volatility
9
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ARCH-Modell
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Forecasting model
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Time series analysis
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CAPM
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USA
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Article
29
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Article in journal
Conference proceedings
Einführung
Mehrbändiges Werk
Statistik
Aufsatz in Zeitschrift
29
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English
Author
All
Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Gupta, Rangan
36
Bahmani-Oskooee, Mohsen
34
Gil-Alaña, Luis A.
26
Moosa, Imad A.
24
Narayan, Paresh Kumar
23
Wohar, Mark E.
19
Hammoudeh, Shawkat
14
Balcilar, Mehmet
13
Dunis, Christian
13
Baghestani, Hamid
12
Goel, Rajeev K.
12
Sosvilla-Rivero, Simón
12
Umar, Zaghum
12
Zaremba, Adam
12
Apergēs, Nikolaos
11
Blazsek, Szabolcs
11
Mixon, Franklin G.
11
Nguyen, Duc Khuong
11
Pierdzioch, Christian
11
Turner, Paul
11
Chang, Tsangyao
10
Ma, Feng
10
Tiwari, Aviral Kumar
10
Zhu, Huiming
10
Caporale, Guglielmo Maria
9
Cebula, Richard J.
9
Jawadi, Fredj
9
Shumway, C. Richard
9
Speight, Alan E. H.
9
Binner, Jane M.
8
Lee, Chien-chiang
8
Madden, Gary
8
Marlow, Michael L.
8
McAleer, Michael
8
Satchell, Stephen
8
Urquhart, Andrew
8
Yoon, Seong-min
8
Bhaskara Rao, Buddhavarapu
7
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Applied economics
Journal of international financial markets, institutions & money
The European journal of finance
Fiscal studies : the journal of the Institute for Fiscal Studies
22
Applied financial economics
18
The economic journal : the journal of the Royal Economic Society
17
Economic modelling
15
New Zealand economic papers
13
Scottish journal of political economy : the journal of the Scottish Economic Society
13
International review of financial analysis
11
The Manchester School of Economic and Social Studies
11
Oxford bulletin of economics and statistics
10
Bulletin of economic research
9
International journal of finance & economics : IJFE
9
Journal of business finance & accounting : JBFA
8
Journal of forecasting
8
Labour economics : official journal of the European Association of Labour Economists
8
Oxford economic papers
8
The American economic review
8
The Manchester School
8
Finance research letters
7
Journal of economic studies
7
The Australian economic review
7
The review of economics and statistics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Economica
6
Explorations in economic history : EEH
6
Journal of applied econometrics
6
Journal of economic surveys
6
National Institute economic review
6
Research in international business and finance
6
The economic record : er
6
Economics letters
5
International tax and public finance
5
Journal of econometrics
5
Journal of financial services research : JFSR
5
The journal of asset management
5
The journal of futures markets
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
The review of economic studies
5
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ECONIS (ZBW)
29
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1
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29
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1
Investigation of export-driving forces and trade potentials of the U.S. bourbon whisky industry
Zhang, Wei
;
Saghaian, Sayed
;
Reed, Michael R.
- In:
Applied economics
56
(
2024
)
16
,
pp. 1950-1970
Persistent link: https://www.econbiz.de/10014475236
Saved in:
2
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
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
Forecasting U.S. stock returns
McMillan, David G.
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
Saved in:
5
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
Saved in:
6
How many factors are important in U.K. stock returns?
Fletcher, Jonathan
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1234-1249
Persistent link: https://www.econbiz.de/10012207080
Saved in:
7
Rational functions : an alternative approach to asset pricing
Bhaduri nee Chakraborty, Nilanjana
;
Elgammal, Mohammed …
- In:
Applied economics
51
(
2019
)
20
,
pp. 2091-2119
Persistent link: https://www.econbiz.de/10012196648
Saved in:
8
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:
9
Some stylized facts of the cryptocurrency market
Zhang, Wei
;
Wang, Pengfei
;
Li, Xiao
;
Shen, Dehua
- In:
Applied economics
50
(
2018
)
55
,
pp. 5950-5965
Persistent link: https://www.econbiz.de/10012062951
Saved in:
10
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:
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