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~isPartOf:"Applied economics"
~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:"Ma, Feng"
~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
Börsenkurs
14
Share price
14
Kapitaleinkommen
13
Schätzung
13
United Kingdom
13
Volatility
13
Volatilität
13
Forecasting model
10
ARCH model
9
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4
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realized volatility
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35
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Article in journal
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Einführung
Mehrbändiges Werk
Statistik
Aufsatz in Zeitschrift
35
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English
Author
All
Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
Ma, Feng
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.
25
Wohar, Mark E.
16
Baghestani, Hamid
12
Blazsek, Szabolcs
12
Goel, Rajeev K.
12
Balcilar, Mehmet
11
Jawadi, Fredj
11
Mixon, Franklin G.
11
Turner, Paul
11
Cebula, Richard J.
10
Chang, Tsangyao
10
Dunis, Christian
10
Narayan, Paresh Kumar
10
Roca, Eduardo
10
Umar, Zaghum
10
Yoon, Seong-min
10
Zhu, Huiming
10
Hammoudeh, Shawkat
9
McAleer, Michael
9
Pierdzioch, Christian
9
Shumway, C. Richard
9
Sosvilla-Rivero, Simón
9
Binner, Jane M.
8
Lee, Chien-chiang
8
Madden, Gary
8
Marlow, Michael L.
8
Ramiah, Vikash
8
Satchell, Stephen
8
Speight, Alan E. H.
8
Tiwari, Aviral Kumar
8
Zaremba, Adam
8
Allen, David E.
7
Bhaskara Rao, Buddhavarapu
7
Brown, Sarah
7
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Applied economics
The European journal of finance
International review of financial analysis
29
Economic modelling
24
Fiscal studies : the journal of the Institute for Fiscal Studies
21
Energy economics
20
Applied financial economics
18
The economic journal : the journal of the Royal Economic Society
17
International journal of finance & economics : IJFE
16
International review of economics & finance : IREF
16
Finance research letters
15
New Zealand economic papers
13
Scottish journal of political economy : the journal of the Scottish Economic Society
13
Journal of forecasting
12
The Manchester School of Economic and Social Studies
11
Oxford bulletin of economics and statistics
10
Bulletin of economic research
9
Applied economics letters
8
Journal of business finance & accounting : JBFA
8
Journal of international financial markets, institutions & money
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
International journal of forecasting
6
Journal of applied econometrics
6
Journal of economic surveys
6
National Institute economic review
6
The economic record : er
6
The journal of futures markets
6
Economics letters
5
Financial innovation : FIN
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ECONIS (ZBW)
35
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35
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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 international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
4
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
5
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
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
Forecasting the aggregate stock market volatility in a data-rich world
Liu, Li
;
Ma, Feng
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Applied economics
52
(
2020
)
32
,
pp. 3448-3463
Persistent link: https://www.econbiz.de/10012258945
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
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
10
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
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