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~isPartOf:"International review of applied economics"
~isPartOf:"International review of financial analysis"
~language:"bul"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Brooks, Chris"
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Großbritannien"
~subject:"Kapitaleinkommen"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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ARCH-Modell
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Capital income
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8
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8
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Blundell, Richard W.
Brooks, Chris
Bryson, Alex
Creedy, John
Cuthbertson, Keith
McMillan, David G.
Ma, Feng
14
Bouri, Elie
8
Urquhart, Andrew
7
Clare, Andrew D.
6
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6
Xiong, Xiong
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Xuan Vinh Vo
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Yarovaya, Larisa
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Zhong, Angel
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4
Angelidis, Timotheos
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Brooks, Robert
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Christiansen, Charlotte
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Degiannakis, Stavros
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Do, Hung Xuan
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Gil-Alaña, Luis A.
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Lin, Mei-Chen
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International review of applied economics
International review of financial analysis
Applied financial economics
15
Fiscal studies : the journal of the Institute for Fiscal Studies
15
The economic journal : the journal of the Royal Economic Society
12
The European journal of finance
11
The Manchester School
9
Scottish journal of political economy : the journal of the Scottish Economic Society
8
The journal of asset management
8
Research in international business and finance
7
The American economic review
7
The Manchester School of Economic and Social Studies
7
Applied economics
6
Labour economics : official journal of the European Association of Labour Economists
6
Oxford bulletin of economics and statistics
6
Oxford economic papers
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
The review of economics and statistics
6
Economic modelling
5
International journal of forecasting
5
Journal of applied econometrics
5
Journal of forecasting
5
The review of economic studies
5
BJIR : an international journal of employment relations
4
Bulletin of economic research
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economica
4
Industrial relations journal
4
International journal of finance & economics : IJFE
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
National Institute economic review
4
The British accounting review : the journal of the British Accounting Association
4
The journal of futures markets
4
European journal of industrial relations
3
International review of economics & finance : IREF
3
Journal of banking & finance
3
Journal of business finance & accounting : JBFA
3
Journal of economic behavior & organization : JEBO
3
Journal of economic studies
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ECONIS (ZBW)
15
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1
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10
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15
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1
Explaining abnormal returns in stock markets : an alpha-neutral version of the CAPM
Rocciolo, Francesco
;
Gheno, Andrea
;
Brooks, Chris
- In:
International review of financial analysis
82
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013426292
Saved in:
2
Mutual fund performance persistence : factor models and portfolio size
Cuthbertson, Keith
;
Nitzsche, Dirk
;
O'Sullivan, Niall
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013411047
Saved in:
3
How skilful are US fixed-income fund managers?
Clare, Andrew D.
;
Cuthbertson, Keith
;
Nitzsche, Dirk
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803822
Saved in:
4
Stock return predictability : the role of inflation and threshold dynamics
McMillan, David G.
- In:
International review of applied economics
31
(
2017
)
3
,
pp. 357-375
Persistent link: https://www.econbiz.de/10011762050
Saved in:
5
A review of behavioural and management effects in mutual fund performance
Cuthbertson, Keith
;
Nitzsche, Dirk
;
O'Sullivan, Niall
- In:
International review of financial analysis
44
(
2016
),
pp. 162-176
Persistent link: https://www.econbiz.de/10011623986
Saved in:
6
Performance and performance persistence of UK closed-end equity funds
Bredin, Donal
;
Cuthbertson, Keith
;
Nitzsche, Dirk
; …
- In:
International review of financial analysis
34
(
2014
),
pp. 189-199
Persistent link: https://www.econbiz.de/10010529040
Saved in:
7
Speculative bubbles and the cross-sectional variation in stock returns
Anderson, Keith
;
Brooks, Chris
- In:
International review of financial analysis
35
(
2014
),
pp. 20-31
Persistent link: https://www.econbiz.de/10010529634
Saved in:
8
Stock return, dividend growth and consumption growth predictability across markets and time :implications for stock price movement
McMillan, David G.
- In:
International review of financial analysis
35
(
2014
),
pp. 90-101
Persistent link: https://www.econbiz.de/10010529621
Saved in:
9
Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle
;
Brooks, Chris
;
Li, Xiafei
- In:
International review of financial analysis
30
(
2013
),
pp. 78-85
Persistent link: https://www.econbiz.de/10010459997
Saved in:
10
The performance effects of composition changes on sector specific stock indices : the case of European listed real estate
Brooks, Chris
;
Kappou, Konstantina
;
Stevenson, Simon
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 132-142
Persistent link: https://www.econbiz.de/10010244117
Saved in:
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