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~isPartOf:"Applied economics"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Chang, Tsangyao"
~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:"Großbritannien"
~subject:"Income tax"
~subject:"Insiderhandel"
~subject:"Prognoseverfahren"
~subject:"United States"
~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
Großbritannien
Income tax
Insiderhandel
Prognoseverfahren
United States
Estimation
15
Schätzung
15
United Kingdom
15
Cointegration
12
Kointegration
12
Einheitswurzeltest
11
Unit root test
11
Kapitaleinkommen
10
Kaufkraftparität
9
Purchasing power parity
9
Theorie
9
Theory
9
Time series analysis
9
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9
Börsenkurs
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7
Panel study
7
Taiwan
7
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5
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5
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5
USA
5
Volatility
5
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5
Wechselkurs
5
Wirtschaftswachstum
5
ARCH model
4
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4
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27
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Article in journal
Conference proceedings
Einführung
Mehrbändiges Werk
Statistik
Aufsatz in Zeitschrift
27
Language
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English
Author
All
Blundell, Richard W.
Bryson, Alex
Chang, Tsangyao
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Gupta, Rangan
24
Moosa, Imad A.
19
Bahmani-Oskooee, Mohsen
16
Wohar, Mark E.
12
Baghestani, Hamid
11
Gil-Alaña, Luis A.
11
Goel, Rajeev K.
10
Mixon, Franklin G.
10
Dunis, Christian
9
Balcilar, Mehmet
8
Binner, Jane M.
8
Blazsek, Szabolcs
8
Cebula, Richard J.
8
Ma, Feng
8
Marlow, Michael L.
8
Ramiah, Vikash
8
Speight, Alan E. H.
8
Turner, Paul
8
Brown, Sarah
7
Pierdzioch, Christian
7
Shumway, C. Richard
7
Uri, Noel Dean
7
Hwang, Soosung
6
Laws, Jason
6
Leslie, Derek G.
6
Rosenman, Robert E.
6
Satchell, Stephen
6
Sloane, Peter J.
6
Weir, Charlie
6
Yen, Steven T.
6
Zaremba, Adam
6
Zhang, Yaojie
6
Bessler, David A.
5
Cassou, Steven Peter
5
Cook, Steven
5
Devadoss, Stephen
5
Elyasiani, Elyas
5
Franses, Philip Hans
5
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Applied economics
The European journal of finance
Fiscal studies : the journal of the Institute for Fiscal Studies
20
The economic journal : the journal of the Royal Economic Society
17
Applied financial economics
16
International review of financial analysis
16
Economic modelling
13
Scottish journal of political economy : the journal of the Scottish Economic Society
12
The Manchester School of Economic and Social Studies
10
Finance research letters
9
International review of economics & finance : IREF
9
New Zealand economic papers
9
Oxford bulletin of economics and statistics
9
Bulletin of economic research
8
Journal of business finance & accounting : JBFA
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
Applied economics letters
7
International journal of finance & economics : IJFE
7
Journal of economic studies
7
Research in international business and finance
7
The review of economics and statistics
7
Economica
6
Explorations in economic history : EEH
6
Journal of forecasting
6
National Institute economic review
6
The journal of asset management
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economics letters
5
International tax and public finance
5
Journal of applied econometrics
5
Journal of financial services research : JFSR
5
Journal of international financial markets, institutions & money
5
Review of quantitative finance and accounting
5
The Australian economic review
5
The economic record : er
5
The journal of futures markets
5
The review of economic studies
5
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ECONIS (ZBW)
27
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1
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27
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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
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
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
Uncovering the interrelationship between the U.S. stock and housing markets : a bootstrap rolling window Granger causality approach
Chang, Tsangyao
;
Tsai, Su-Ling
;
Haga, Kai Yin Allison
- In:
Applied economics
49
(
2017
)
58
,
pp. 5841-5848
Persistent link: https://www.econbiz.de/10011845819
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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