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~isPartOf:"Applied economics"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of futures markets"
~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:"Capital income"
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"Stock market"
~subject:"United States"
~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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Capital income
Estimation
Großbritannien
Income tax
Prognoseverfahren
Stock market
United States
Zeitreihenanalyse
United Kingdom
18
Kapitaleinkommen
12
Schätzung
12
Börsenkurs
8
Share price
8
Theorie
8
Theory
8
Volatility
8
Volatilität
8
ARCH model
7
ARCH-Modell
7
Time series analysis
6
Aktienindex
5
CAPM
5
Stock index
5
Cointegration
4
Exchange rate
4
Kointegration
4
Portfolio selection
4
Portfolio-Management
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USA
4
Wechselkurs
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Aktienmarkt
3
China
3
Forecasting model
3
Index futures
3
Index-Futures
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Public bond
3
Öffentliche Anleihe
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Bayesian analysis
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2
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Article
33
Type of publication (narrower categories)
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Article in journal
Conference proceedings
Einführung
Mehrbändiges Werk
Statistik
Aufsatz in Zeitschrift
33
Language
All
English
Author
All
Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Bahmani-Oskooee, Mohsen
34
Gupta, Rangan
32
Gil-Alaña, Luis A.
26
Moosa, Imad A.
26
Lien, Da-hsiang Donald
16
Wohar, Mark E.
16
Brorsen, B. Wade
14
Tse, Yiuman
13
Baghestani, Hamid
12
Blazsek, Szabolcs
12
Goel, Rajeev K.
12
Narayan, Paresh Kumar
12
Balcilar, Mehmet
11
Jawadi, Fredj
11
Mixon, Franklin G.
11
Roca, Eduardo
11
Speight, Alan E. H.
11
Turner, Paul
11
Ap Gwilym, Owain
10
Cebula, Richard J.
10
Chang, Tsangyao
10
Daigler, Robert T.
10
Dunis, Christian
10
Irwin, Scott H.
10
McAleer, Michael
10
Umar, Zaghum
10
Wang, George H. K.
10
Yoon, Seong-min
10
Zhu, Huiming
10
Frino, Alex
9
Hammoudeh, Shawkat
9
Locke, Peter R.
9
Ma, Feng
9
Pierdzioch, Christian
9
Shumway, C. Richard
9
Sosvilla-Rivero, Simón
9
Zhang, Jin E.
9
Zhang, Yaojie
9
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Applied economics
The European journal of finance
The journal of futures markets
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
International review of financial analysis
16
Economic modelling
15
New Zealand economic papers
13
Scottish journal of political economy : the journal of the Scottish Economic Society
13
The Manchester School of Economic and Social Studies
11
Finance research letters
10
Oxford bulletin of economics and statistics
10
Bulletin of economic research
9
International journal of finance & economics : IJFE
9
International review of economics & finance : IREF
8
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
Research in international business and finance
8
The American economic review
8
The Manchester School
8
The journal of asset management
8
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
Journal of international financial markets, institutions & money
6
National Institute economic review
6
The economic record : er
6
Applied economics letters
5
Economics letters
5
International tax and public finance
5
Journal of econometrics
5
Journal of financial services research : JFSR
5
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ECONIS (ZBW)
33
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33
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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
Model scan of factors in U.K. stock returns
Fletcher, Jonathan
;
Marshall, Andrew P.
;
O’Connell, …
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1548-1561
Persistent link: https://www.econbiz.de/10014636579
Saved in:
3
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:
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
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:
8
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:
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
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
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