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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance and economics"
~isPartOf:"The European journal of finance"
~language:"ara"
~language:"ces"
~language:"eng"
~language:"hin"
~language:"mkd"
~language:"nor"
~language:"por"
~language:"rus"
~language:"und"
~person:"Gil-Alaña, Luis A."
~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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Air pollution
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fractional integration
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Gil-Alaña, Luis A.
McMillan, David G.
Bahmani-Oskooee, Mohsen
20
Moosa, Imad A.
19
Gupta, Rangan
18
Umar, Zaghum
11
Wohar, Mark E.
11
Sosvilla-Rivero, Simón
10
Zhu, Huiming
10
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9
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8
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7
Ap Gwilym, Owain
7
Caporale, Guglielmo Maria
7
Dong, Kangyin
7
Narayan, Paresh Kumar
7
Nguyen, Duc Khuong
7
Ramiah, Vikash
7
Wei, Weixian
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Balcilar, Mehmet
6
Balli, Hatice Ozer
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Belke, Ansgar
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14
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Applied financial economics
9
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8
International journal of finance & economics : IJFE
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International review of economics & finance : IREF
7
International review of financial analysis
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The journal of asset management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Review of development finance
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Cogent economics & finance
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4
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Oxford bulletin of economics and statistics
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Studies in economics and finance
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The South African journal of economics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Financial Studies : open access journal
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International journal of forecasting
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International journal of theoretical and applied finance
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International review of applied economics
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
25
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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
Persistence and trends in CO2 emissions in Africa : is Chinese FDI behind these features?
Claudio-Quiroga, Gloria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
55
(
2023
)
30
,
pp. 3498-3513
Persistent link: https://www.econbiz.de/10014299168
Saved in:
3
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
4
US policy responses to the COVID-19 pandemic and sectoral stock indices : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Abakah, …
- In:
Applied economics
55
(
2023
)
3
,
pp. 283-292
Persistent link: https://www.econbiz.de/10013494423
Saved in:
5
The impact of COVID-19 on Turkey's tourism sector : fresh evidence from the fractional integration approach
Yucel, Ali Gokhan
;
Koksal, Cihat
;
Acar, Sevil
; …
- In:
Applied economics
54
(
2022
)
27
,
pp. 3074-3087
Persistent link: https://www.econbiz.de/10013171188
Saved in:
6
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:
7
Are central bank policy rates in Africa cointegrated? : evidence from a fractional cointegration approach
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Abakah, Emmanuel …
- In:
Applied economics
52
(
2020
)
57
,
pp. 6171-6182
Persistent link: https://www.econbiz.de/10012308840
Saved in:
8
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:
9
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
10
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
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