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~isPartOf:"International review of applied economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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Capital income
Großbritannien
Income tax
Prognoseverfahren
United States
Zeitreihenanalyse
Kapitaleinkommen
13
Börsenkurs
9
Share price
9
Estimation
8
Schätzung
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Theory
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forecasting
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Einführung
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23
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Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Narayan, Paresh Kumar
14
Dunis, Christian
10
Urquhart, Andrew
8
Fung, Hung-gay
7
Gupta, Rangan
7
Satchell, Stephen
7
Sharma, Susan Sunila
7
Booth, G. Geoffrey
6
Laws, Jason
6
Pierdzioch, Christian
6
Bessler, Wolfgang
5
Kanas, Angelos
5
Luo, Di
5
Panopulu, Aikaterinē
5
Sermpinis, Georgios
5
Vivian, Andrew
5
Wang, Ping
5
Wohar, Mark E.
5
Zaremba, Adam
5
Armitage, Seth
4
Binner, Jane M.
4
Buchner, Axel
4
Buckley, Adrian
4
Cakici, Nusret
4
Chelley-Steeley, Patricia L.
4
Chen, Jing
4
Copeland, Laurence S.
4
Dinh Hoang Bach Phan
4
Du, Ding
4
Faff, Robert W.
4
Hudson, Robert
4
Hwang, Soosung
4
Koutmos, Gregory
4
Lucey, Brian M.
4
Molyneux, Philip
4
Nguyen, Duc Khuong
4
Papadamou, Stephanos
4
Sakemoto, Ryuta
4
Speight, Alan E. H.
4
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International review of applied economics
Journal of international financial markets, institutions & money
The European journal of finance
Fiscal studies : the journal of the Institute for Fiscal Studies
21
The economic journal : the journal of the Royal Economic Society
17
Applied financial economics
15
Scottish journal of political economy : the journal of the Scottish Economic Society
13
International review of financial analysis
12
Applied economics
11
The Manchester School of Economic and Social Studies
11
Bulletin of economic research
9
New Zealand economic papers
9
Oxford bulletin of economics and statistics
9
Economic modelling
8
Labour economics : official journal of the European Association of Labour Economists
8
Oxford economic papers
8
The American economic review
8
The Manchester School
8
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Journal of economic studies
7
Journal of forecasting
7
The review of economics and statistics
7
Economica
6
Explorations in economic history : EEH
6
Journal of applied econometrics
6
Journal of business finance & accounting : JBFA
6
National Institute economic review
6
The economic record : er
6
The journal of asset management
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International tax and public finance
5
Journal of econometrics
5
Journal of financial services research : JFSR
5
Research in international business and finance
5
The Australian economic review
5
The review of economic studies
5
BJIR : an international journal of employment relations
4
Industrial relations journal
4
Journal of economic surveys
4
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ECONIS (ZBW)
23
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1
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10
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23
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1
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
2
Forecasting realised volatility : does the LASSO approach outperform HAR?
Ding, Yi
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803163
Saved in:
3
Forecasting U.S. stock returns
McMillan, David G.
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
Saved in:
4
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
Saved in:
5
How many factors are important in U.K. stock returns?
Fletcher, Jonathan
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1234-1249
Persistent link: https://www.econbiz.de/10012207080
Saved in:
6
Insider trading and future stock returns in firms with concentrated ownership levels
Chronopoulos, Dimitris K.
;
McMillan, David G.
; …
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 139-154
Persistent link: https://www.econbiz.de/10012206962
Saved in:
7
Does feedback trading drive returns of cross-listed shares?
Chen, Jing
;
Dong, Yizhe
;
Hou, Wenxuan
;
McMillan, David G.
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 179-199
Persistent link: https://www.econbiz.de/10011983852
Saved in:
8
The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies
McMillan, David G.
;
McMillan, Fiona J.
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011892256
Saved in:
9
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:
10
Is there an ideal in-sample length for forecasting volatility?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
Saved in:
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