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~isPartOf:"International review of financial analysis"
~language:"bul"
~language:"eng"
~person:"Bordo, Michael D."
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Dividend"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH-Modell
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2
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2
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Bordo, Michael D.
McMillan, David G.
Ma, Feng
15
Bouri, Elie
12
Xiong, Xiong
10
Guesmi, Khaled
8
Xuan Vinh Vo
8
Corbet, Shaen
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Lau, Chi Keung
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International review of financial analysis
Applied financial economics
12
The European journal of finance
8
Economic inquiry : journal of the Western Economic Association International
4
International journal of finance & economics : IJFE
4
International review of applied economics
4
Journal of forecasting
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Journal of international financial markets, institutions & money
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Research in international business and finance
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The Cato journal : an interdisciplinary journal of public policy analysis
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The journal of asset management
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Economics letters
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Open economies review
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Review / Federal Reserve Bank of St. Louis
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Finance research letters
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Financial markets, institutions & instruments
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IMF economic review
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International journal of banking, accounting and finance
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Oxford economic papers
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Applied economics letters
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ECONIS (ZBW)
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1
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:
2
Short-sale constraints and efficiency of the spot-futures dynamics
McMillan, David G.
;
Philip, Dennis
- In:
International review of financial analysis
24
(
2012
),
pp. 129-136
Persistent link: https://www.econbiz.de/10009688155
Saved in:
3
Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
Saved in:
4
Asymmetric risk premium in value and growth stocks
Black, Angela J.
;
McMillan, David G.
- In:
International review of financial analysis
15
(
2006
)
3
,
pp. 237-246
Persistent link: https://www.econbiz.de/10003348583
Saved in:
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