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~isPartOf:"Applied financial economics"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~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:"article"
~type_genre:"Article in journal"
~type_genre:"Market information"
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Gil-Alaña, Luis A.
Harris, Richard D. F.
McMillan, David G.
Madura, Jeff
12
Faff, Robert W.
8
Hassan, M. Kabir
7
Akhigbe, Aigbe O.
6
Brooks, Robert
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Moosa, Imad A.
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4
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4
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Applied financial economics
Applied economics letters
10
Research in international business and finance
10
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9
International review of financial analysis
9
Economics letters
8
The journal of asset management
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Finance research letters
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6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
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5
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5
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4
International review of applied economics
4
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4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
3
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Oxford bulletin of economics and statistics
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Empirica : journal of european economics
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ECONIS (ZBW)
14
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14
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1
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:
2
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:
3
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:
4
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:
5
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:
6
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
7
Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
Saved in:
8
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:
9
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:
10
Long rage dependence in daily stock returns
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
Saved in:
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