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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Cakici, Nusret"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Faff, Robert W."
~person:"Fletcher, Jonathan"
~person:"Fu, Chengbo"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Conference proceedings"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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Capital income
Großbritannien
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Einführung
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21
Language
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English
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Blundell, Richard W.
Bryson, Alex
Cakici, Nusret
Creedy, John
Cuthbertson, Keith
Faff, Robert W.
Fletcher, Jonathan
Fu, Chengbo
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Narayan, Paresh Kumar
14
Marcellino, Massimiliano
13
Clark, Todd E.
9
Clements, Michael P.
9
Pesaran, M. Hashem
9
Franses, Philip Hans
7
Fung, Hung-gay
7
Galvão, Ana Beatriz C.
7
Koop, Gary
7
Sharma, Susan Sunila
7
Carriero, Andrea
6
Kapetanios, George
6
Koopman, Siem Jan
6
Sola, Martin
6
Dijk, Dick van
5
Hall, Stephen G.
5
Kanas, Angelos
5
Psaradakis, Zacharias G.
5
Pudney, Stephen E.
5
Zaremba, Adam
5
Baltagi, Badi H.
4
Booth, G. Geoffrey
4
Buchner, Axel
4
Dijk, Herman K. van
4
Dinh Hoang Bach Phan
4
Du, Ding
4
Kilian, Lutz
4
Kumbhakar, Subal
4
Lahiri, Kajal
4
Luo, Di
4
McCracken, Michael W.
4
Mitchell, James
4
Nguyen, Duc Khuong
4
Osborn, Denise R.
4
Pérez-Quirós, Gabriel
4
Trivedi, Pravin K.
4
Urquhart, Andrew
4
Wallis, Kenneth Frank
4
Wright, Jonathan H.
4
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Journal of applied econometrics
Journal of international financial markets, institutions & money
Applied financial economics
22
Fiscal studies : the journal of the Institute for Fiscal Studies
21
International review of financial analysis
18
Journal of banking & finance
17
The economic journal : the journal of the Royal Economic Society
17
Applied economics
16
The European journal of finance
15
Economic modelling
13
Scottish journal of political economy : the journal of the Scottish Economic Society
13
The Manchester School of Economic and Social Studies
11
International review of economics & finance : IREF
10
Oxford bulletin of economics and statistics
10
The journal of futures markets
10
Bulletin of economic research
9
Journal of business finance & accounting : JBFA
9
New Zealand economic papers
9
Pacific-Basin finance journal
9
Review of quantitative finance and accounting
9
International journal of finance & economics : IJFE
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
Finance research letters
7
Journal of economic studies
7
Journal of forecasting
7
Research in international business and finance
7
The review of economics and statistics
7
Economica
6
Explorations in economic history : EEH
6
Journal of financial services research : JFSR
6
National Institute economic review
6
The economic record : er
6
The journal of asset management
6
Applied economics letters
5
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
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ECONIS (ZBW)
21
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1
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21
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1
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
2
Climate risk and stock performance of fossil fuel companies : an international analysis
Gong, Xu
;
Song, Yijie
;
Fu, Chengbo
;
Li, Huijing
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490184
Saved in:
3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
Do ETFs affect ADRs and U.S. domestic stocks differently?
Fu, Chengbo
;
Huang, Qiping
;
Tang, Hongfei
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013533226
Saved in:
5
CSR disclosure of foreign versus U.S. firms : Evidence from ADRs
Chowdhury, Reza H.
;
Fu, Chengbo
;
Huang, Qiping
;
Lin, Nanying
- In:
Journal of international financial markets, …
70
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012668380
Saved in:
6
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:
7
Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012801522
Saved in:
8
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:
9
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:
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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