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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance and economics"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of futures markets"
~language:"ara"
~language:"ces"
~language:"eng"
~language:"hin"
~language:"mkd"
~language:"nor"
~language:"por"
~language:"rus"
~language:"und"
~person:"Belke, Ansgar"
~person:"McMillan, David G."
~subject:"Air pollution"
~subject:"EU countries"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Supply chain"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Investment guide"
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Belke, Ansgar
McMillan, David G.
Bahmani-Oskooee, Mohsen
20
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19
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18
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16
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Applied economics
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The journal of futures markets
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14
Applied financial economics
6
Empirica : journal of european economics
6
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Kredit und Kapital
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Managerial finance
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ECONIS (ZBW)
16
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1
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:
2
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:
3
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:
4
Insider trading and future stock returns in firms with concentrated ownership levels
Chronopoulos, Dimitris K.
;
McMillan, David G.
; …
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 139-154
Persistent link: https://www.econbiz.de/10012206962
Saved in:
5
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:
6
The information content of the stock and bond return correlation
McMillan, David G.
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 757-775
Persistent link: https://www.econbiz.de/10012156853
Saved in:
7
Policy uncertainty and international financial markets : the case of Brexit
Belke, Ansgar
;
Dubova, Irina
;
Osowski, Thomas
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3752-3770
Persistent link: https://www.econbiz.de/10012059409
Saved in:
8
Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
9
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
10
Foreign exchange market interventions and the dollar-yen exchange rate in the long run
Beckmann, Joscha
;
Belke, Ansgar
;
Kühl, Michael
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4037-4055
Persistent link: https://www.econbiz.de/10011294668
Saved in:
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