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~isPartOf:"Applied financial economics"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~person:"Harris, Richard D. F."
~person:"McMillan, David G."
~subject:"Anleihe"
~subject:"Capital income"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"Share price"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Market information"
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Anleihe
Capital income
India
Innovation
Lieferkette
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Großbritannien
10
United Kingdom
10
Kapitaleinkommen
9
Volatility
9
Volatilität
9
Forecasting model
7
Prognoseverfahren
7
Estimation
6
Schätzung
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1957-2008
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Article
13
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Article in journal
Market information
Aufsatz in Zeitschrift
13
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English
Author
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Harris, Richard D. F.
McMillan, David G.
Madura, Jeff
12
Faff, Robert W.
8
Hassan, M. Kabir
7
Akhigbe, Aigbe O.
6
Brooks, Robert
6
Moosa, Imad A.
6
Wohar, Mark E.
6
Caporale, Guglielmo Maria
5
Coakley, Jerry
5
Darrat, Ali F.
5
Fabozzi, Frank J.
5
Mehdian, Seyed M.
5
Morana, Claudio
5
Power, David M.
5
Ajayi, Richard A.
4
Becchetti, Leonardo
4
Brooks, Chris
4
Chiu, Chien-liang
4
Fraser, Patricia
4
Gil-Alaña, Luis A.
4
Hamori, Shigeyuki
4
Henry, Ólan Thomas John
4
Keef, Stephen P.
4
Mazouz, Khelifa
4
Payne, James E.
4
Poshakwale, Sunil S.
4
Ramchander, Sanjay
4
Smith, Graham
4
Switzer, Lorne N.
4
Alexakis, Christos A.
3
Berger, Dave
3
Chatrath, Arjun
3
Choudhry, Taufiq
3
Clare, Andrew D.
3
Dickens, Ross N.
3
Elyasiani, Elyas
3
Gandar, John M.
3
Gulley, Orrin David
3
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Applied financial economics
Oxford bulletin of economics and statistics
The journal of asset management
8
The European journal of finance
6
International review of financial analysis
5
Research in international business and finance
5
International review of applied economics
4
Journal of international financial markets, institutions & money
4
Economics letters
3
International journal of forecasting
3
International review of economics & finance : IREF
3
Journal of forecasting
3
The journal of futures markets
3
Applied economics
2
Cogent economics & finance
2
Finance research letters
2
Financial markets, institutions & instruments
2
International journal of finance & economics : IJFE
2
Journal of banking & finance
2
Review of accounting & finance
2
Studies in economics and finance
2
The British accounting review : the journal of the British Accounting Association
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
Econometric reviews
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 banking, accounting and finance : IJBAAF
1
International journal of monetary economics and finance
1
International journal of monetary economics and finance : IJMEF
1
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ECONIS (ZBW)
13
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13
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1
Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo
;
Hyde, Stuart
;
McMillan, David G.
; …
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
4
,
pp. 510-535
Persistent link: https://www.econbiz.de/10010474888
Saved in:
2
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:
3
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:
4
Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets : Hong Kong, Shanghai and Shenzhen
McGuinness, Paul B.
;
Harris, Richard D. F.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 917-929
Persistent link: https://www.econbiz.de/10009317460
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
The rational expectations hypothesis and the cross-section of bond yields
Harris, Richard D. F.
- In:
Applied financial economics
14
(
2004
)
2
,
pp. 105-112
Persistent link: https://www.econbiz.de/10001909669
Saved in:
10
Skewness in the conditional distribution of daily equity returns
Harris, Richard D. F.
;
Küçüközmen, C. Coskun
; …
- In:
Applied financial economics
14
(
2004
)
3
,
pp. 195-202
Persistent link: https://www.econbiz.de/10001915495
Saved in:
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