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~isPartOf:"Journal of emerging market finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Managerial finance"
~isPartOf:"World development : the multi-disciplinary international journal devoted to the study and promotion of world development"
~language:"ces"
~language:"eng"
~language:"hin"
~language:"nor"
~language:"por"
~language:"rus"
~person:"Barbier, Edward"
~person:"Brzeszczyński, Janusz"
~person:"Cumming, Douglas J."
~person:"McMillan, David G."
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Kapitaleinkommen
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Barbier, Edward
Brzeszczyński, Janusz
Cumming, Douglas J.
McMillan, David G.
Narayan, Paresh Kumar
12
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6
Sharma, Susan Sunila
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Dinh Hoang Bach Phan
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Journal of emerging market finance
Journal of international financial markets, institutions & money
Managerial finance
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
Applied financial economics
11
International review of financial analysis
7
The European journal of finance
7
The journal of asset management
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Finance research letters
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Journal of forecasting
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Research in international business and finance
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International review of economics & finance : IREF
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics
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Asia-Pacific financial markets
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Cogent economics & finance
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Economics letters
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International journal of banking, accounting and finance
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International review of applied economics
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Journal of international money and finance
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Oxford bulletin of economics and statistics
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Argumenta oeconomica
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Asian African journal of economics and econometrics
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Cambridge journal of economics
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Credit and capital markets : Kredit und Kapital
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East European transition and EU enlargement : a quantitative approach ; with 105 tables
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
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1
Rethinking financial contagion : information transmission mechanism during the COVID-19 pandemic
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Goodell, John W.
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013358773
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
What is mutual fund flow?
Cumming, Douglas J.
;
Johan, Sofia Atiqah
;
Zhang, Yelin
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 222-251
Persistent link: https://www.econbiz.de/10012262528
Saved in:
4
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:
5
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:
6
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:
7
Portfolio constituency rules and the value premium in the small-cap space
Scislaw, Kenneth E.
;
McMillan, David G.
- In:
Managerial finance
41
(
2015
)
5
,
pp. 418-436
Persistent link: https://www.econbiz.de/10011335043
Saved in:
8
Measuring volatility persistence and long memory in the presence of structural breaks : evidence from African stock markets
McMillan, David G.
;
Thupayagale, Pako
- In:
Managerial finance
37
(
2011
)
3
,
pp. 219-241
Persistent link: https://www.econbiz.de/10009124175
Saved in:
9
Evaluating stock index return value-at-risk estimates in South Africa : comparative evidence for symmetric, asymmetric and long memory GARCH models
McMillan, David G.
;
Thupayagale, Pako
- In:
Journal of emerging market finance
9
(
2010
)
3
,
pp. 325-345
Persistent link: https://www.econbiz.de/10009156610
Saved in:
10
Do institutional investors destabilize stock prices? Evidence from an emerging market
Bohl, Martin T.
;
Brzeszczyński, Janusz
- In:
Journal of international financial markets, …
16
(
2006
)
4
,
pp. 370-383
Persistent link: https://www.econbiz.de/10003371900
Saved in:
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