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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:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"Stock market"
~subject:"Theory"
~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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CAPM
Capital income
Estimation
Großbritannien
Income tax
Prognoseverfahren
Stock market
Theory
United States
Zeitreihenanalyse
United Kingdom
13
Kapitaleinkommen
10
Schätzung
9
Börsenkurs
8
Share price
8
Theorie
8
Time series analysis
5
Volatility
5
Volatilität
5
ARCH model
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ARCH-Modell
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4
Portfolio selection
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Aktienindex
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3
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Econometrics
2
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2
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2
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2
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2
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2
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29
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Article in journal
Conference proceedings
Einführung
Mehrbändiges Werk
Statistik
Aufsatz in Zeitschrift
29
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English
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Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Bahmani-Oskooee, Mohsen
35
Gupta, Rangan
33
Gil-Alaña, Luis A.
26
Moosa, Imad A.
25
Wohar, Mark E.
16
Taylor, Mark P.
14
Blazsek, Szabolcs
13
Baghestani, Hamid
12
Goel, Rajeev K.
12
Roca, Eduardo
12
Balcilar, Mehmet
11
Dunis, Christian
11
Jawadi, Fredj
11
McAleer, Michael
11
Mixon, Franklin G.
11
Narayan, Paresh Kumar
11
Satchell, Stephen
11
Turner, Paul
11
Yoon, Seong-min
11
Cebula, Richard J.
10
Chang, Tsangyao
10
Hammoudeh, Shawkat
10
Shumway, C. Richard
10
Sosvilla-Rivero, Simón
10
Tiwari, Aviral Kumar
10
Umar, Zaghum
10
Zhu, Huiming
10
Fabozzi, Frank J.
9
Goodwin, Barry K.
9
Madden, Gary
9
Peel, David
9
Pierdzioch, Christian
9
Ramiah, Vikash
9
Allen, David E.
8
Binner, Jane M.
8
Cook, Steven
8
Hwang, Soosung
8
Lee, Chien-chiang
8
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Applied economics
The European journal of finance
Fiscal studies : the journal of the Institute for Fiscal Studies
26
The economic journal : the journal of the Royal Economic Society
22
Applied financial economics
18
Economic modelling
18
International review of financial analysis
18
New Zealand economic papers
18
The Australian economic review
18
Bulletin of economic research
17
Scottish journal of political economy : the journal of the Scottish Economic Society
17
Australian economic papers
16
The Manchester School of Economic and Social Studies
14
Finance research letters
12
Oxford bulletin of economics and statistics
12
The Manchester School
12
The economic record : er
12
Oxford economic papers
11
International journal of finance & economics : IJFE
9
Journal of econometrics
9
Journal of forecasting
9
Labour economics : official journal of the European Association of Labour Economists
9
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
8
Economics letters
8
International review of economics & finance : IREF
8
Journal of business finance & accounting : JBFA
8
Journal of economic studies
8
Research in international business and finance
8
The American economic review
8
The journal of asset management
8
The review of economic studies
8
Applied economics letters
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Economica
7
International tax and public finance
7
Journal of economic surveys
7
The review of economics and statistics
7
Explorations in economic history : EEH
6
Journal of applied econometrics
6
Journal of international financial markets, institutions & money
6
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ECONIS (ZBW)
29
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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
The role of hedge funds in the asset pricing : evidence from China
Zhang, Jing
;
Zhang, Wei
;
Li, Youwei
;
Feng, Xu
- In:
The European journal of finance
28
(
2022
)
2
,
pp. 219-243
Persistent link: https://www.econbiz.de/10013373250
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
Exploring the benefits of using stock characteristics in optimal portfolio strategies
Fletcher, Jonathan
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 192-210
Persistent link: https://www.econbiz.de/10011736242
Saved in:
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