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~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~isPartOf:"The journal of asset management"
~language:"eng"
~person:"McMillan, David G."
~subject:"Anleihe"
~subject:"Capital income"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"Share price"
~subject:"USA"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Market information"
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Capital income
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12
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10
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10
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10
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McMillan, David G.
Goodell, John W.
17
Gupta, Rangan
17
Bouri, Elie
13
Madura, Jeff
12
Wohar, Mark E.
12
Lucey, Brian M.
11
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10
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Shahzad, Syed Jawad Hussain
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8
Caporale, Guglielmo Maria
7
Clare, Andrew D.
7
Gil-Alaña, Luis A.
7
Schiereck, Dirk
7
Wen, Fenghua
7
Yousaf, Imran
7
Aharon, David Y.
6
Akhigbe, Aigbe O.
6
Brooks, Robert
6
Gozgor, Giray
6
Guidolin, Massimo
6
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6
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6
Moosa, Imad A.
6
Satchell, Stephen
6
Xiong, Xiong
6
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6
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5
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Applied financial economics
Finance research letters
The journal of asset management
The European journal of finance
6
Research in international business and finance
5
International review of applied economics
4
International review of economics & finance : IREF
3
International review of financial analysis
3
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3
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2
Cogent economics & finance
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Economics letters
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2
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2
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2
Oxford bulletin of economics and statistics
2
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2
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The Manchester School
2
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2
Applied economics letters
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Credit and capital markets : Kredit und Kapital
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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
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International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
18
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1
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
2
Equity/bond yield correlation and the FED model : evidence of switching behaviour from the G7 markets
Humpe, Andreas
;
McMillan, David G.
- In:
The journal of asset management
19
(
2018
)
6
,
pp. 413-428
Persistent link: https://www.econbiz.de/10011958115
Saved in:
3
Time-varying correlations and interrelations : firm-level-based sector evidence
Evans, P.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10011704219
Saved in:
4
A truly market-value weighted commodity index
Ludwig, Michael
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 222-242
Persistent link: https://www.econbiz.de/10011704229
Saved in:
5
The existence and source of stock return predictability : evidence from dividend, output and consumption ratios
McMillan, David G.
;
Black, Angela J.
;
Klinkowska, Olga
; …
- In:
The journal of asset management
16
(
2015
)
3
,
pp. 186-208
Persistent link: https://www.econbiz.de/10011413295
Saved in:
6
Value premium and default risk
Elgammal, Mohammed Mohammed
;
McMillan, David G.
- In:
The journal of asset management
15
(
2014
)
1
,
pp. 48-61
Persistent link: https://www.econbiz.de/10010370070
Saved in:
7
Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo
;
McMillan, David G.
;
Wohar, Mark E.
- In:
Finance research letters
10
(
2013
)
1
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
Saved in:
8
UK stock market predictability : evidence of time variation
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 1043-1055
Persistent link: https://www.econbiz.de/10009772196
Saved in:
9
Output and stock prices : an examination of the relationship over 200 years
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10009715952
Saved in:
10
The search for an exploitable value premium in market indexes
Scislaw, Kenneth E.
;
McMillan, David G.
- In:
The journal of asset management
13
(
2012
)
4
,
pp. 253-270
Persistent link: https://www.econbiz.de/10009630240
Saved in:
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