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~isPartOf:"Journal of forecasting"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"est"
~language:"fra"
~person:"McMillan, David G."
~person:"Tippett, Mark"
~subject:"Aktienmarkt"
~subject:"Auslandsinvestition"
~subject:"Indien"
~subject:"Kapitaleinkommen"
~subject:"Konsumentenverhalten"
~subject:"Risiko"
~subject:"Supply chain"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Konferenzbeitrag"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Statistik"
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Aktienmarkt
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12
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McMillan, David G.
Tippett, Mark
Gupta, Rangan
10
Pierdzioch, Christian
7
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5
Wang, Yudong
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Salisu, Afees A.
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Journal of forecasting
The European journal of finance
Applied financial economics
7
The journal of asset management
7
Research in international business and finance
6
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
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Managerial finance
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Studies in economics and finance
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Cogent economics & finance
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International journal of banking, accounting and finance
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International journal of finance & economics : IJFE
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International journal of forecasting
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International review of applied economics
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Oxford bulletin of economics and statistics
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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 letters
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Asia-Pacific financial markets
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Asian African journal of economics and econometrics
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ECONIS (ZBW)
10
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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 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:
3
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:
4
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:
5
Subtle is the Lord, but malicious He is not : the calculation of abnormal stock returns in applied research
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
25
(
2019
)
9
,
pp. 835-855
Persistent link: https://www.econbiz.de/10012207032
Saved in:
6
The Feller diffusion, filter rules and abnormal stock returns
Docherty, Paul
;
Dong, Yizhe
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 426-438
Persistent link: https://www.econbiz.de/10012244331
Saved in:
7
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
8
Insider employee stock option trading and stock prices
McMillan, David G.
;
Tavakoli, Manouchehr
;
McKnight, …
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 59-79
Persistent link: https://www.econbiz.de/10010462205
Saved in:
9
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
10
A modified Corrado test for assessing abnormal security returns
Ataullah, Ali
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 589-601
Persistent link: https://www.econbiz.de/10009509842
Saved in:
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