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~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~language:"eng"
~person:"McMillan, David G."
~subject:"Anleihe"
~subject:"Capital income"
~subject:"Derivative"
~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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Volatility
10
Volatilität
10
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9
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9
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7
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7
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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
Roubaud, David
11
Corbet, Shaen
9
Faff, Robert W.
9
Shahzad, Syed Jawad Hussain
9
Shen, Dehua
9
Tiwari, Aviral Kumar
9
Hassan, M. Kabir
8
Mehdian, Seyed M.
8
Molnár, Peter
8
Pierdzioch, Christian
8
Ryu, Doojin
8
Zaremba, Adam
8
Brooks, Robert
7
Caporale, Guglielmo Maria
7
Fabozzi, Frank J.
7
Gil-Alaña, Luis A.
7
Wen, Fenghua
7
Yousaf, Imran
7
Aharon, David Y.
6
Akhigbe, Aigbe O.
6
Gozgor, Giray
6
Hudson, Robert
6
Lyócsa, Štefan
6
Moosa, Imad A.
6
Xiong, Xiong
6
Zhang, Wei
6
Apergēs, Nikolaos
5
Boubaker, Sabri
5
Chatrath, Arjun
5
Coakley, Jerry
5
Darrat, Ali F.
5
Demir, Ender
5
Kryzanowski, Lawrence
5
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Applied financial economics
Finance research letters
The journal of asset management
8
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
Journal of international financial markets, institutions & money
3
The journal of futures markets
3
Applied economics
2
Cogent economics & finance
2
Economics letters
2
Financial markets, institutions & instruments
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
Journal of forecasting
2
Managerial finance
2
Oxford bulletin of economics and statistics
2
Review of accounting & finance
2
Studies in economics and finance
2
The Manchester School
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Applied financial economics letters
1
Asia-Pacific financial markets
1
Bulletin of economic research
1
China finance review international
1
Credit and capital markets : Kredit und Kapital
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
International Journal of Financial Studies : open access journal
1
International economics & finance journal : (IEFJ)
1
International journal of banking, accounting and finance
1
International journal of monetary economics and finance
1
International journal of monetary economics and finance : IJMEF
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Journal of banking & finance
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ECONIS (ZBW)
10
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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
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:
3
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:
4
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:
5
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
6
Sum of the parts stock return forecasting : international evidence
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 837-845
Persistent link: https://www.econbiz.de/10009232515
Saved in:
7
Volatility forecasts : the role of asymmetric and long-memory dynamics and regional evidence
Evans, Twm
;
McMillan, David G.
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1421-1430
Persistent link: https://www.econbiz.de/10003605849
Saved in:
8
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
9
Return-volume dynamics in UK futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 707-713
Persistent link: https://www.econbiz.de/10001702508
Saved in:
10
The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain
;
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
Saved in:
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