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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Burkhauser, Richard V."
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~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:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Einführung"
~type_genre:"Statistik"
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Capital income
Großbritannien
Income tax
Prognoseverfahren
Zeitreihenanalyse
Kapitaleinkommen
11
Börsenkurs
9
Share price
9
Theorie
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Blundell, Richard W.
Burkhauser, Richard V.
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Narayan, Paresh Kumar
13
Dunis, Christian
9
Gupta, Rangan
7
Sharma, Susan Sunila
7
Urquhart, Andrew
7
Pierdzioch, Christian
6
Satchell, Stephen
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Booth, G. Geoffrey
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Laws, Jason
5
Luo, Di
5
Sermpinis, Georgios
5
Vivian, Andrew
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Wohar, Mark E.
5
Zaremba, Adam
5
Armitage, Seth
4
Bessler, Wolfgang
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
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Fung, Hung-gay
4
Hudson, Robert
4
Koutmos, Gregory
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Lucey, Brian M.
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Nguyen, Duc Khuong
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Sakemoto, Ryuta
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Steeley, James M.
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Su, Chen
4
Ap Gwilym, Owain
3
Bangassa, Kenbata
3
Bhatti, Muhammad Ishaq
3
Bornholt, Graham
3
Choudhry, Taufiq
3
Coakley, Jerry
3
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3
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Journal of international financial markets, institutions & money
The European journal of finance
Fiscal studies : the journal of the Institute for Fiscal Studies
20
The economic journal : the journal of the Royal Economic Society
16
Applied financial economics
15
International review of financial analysis
14
Applied economics
13
Economic modelling
13
The Manchester School of Economic and Social Studies
11
Bulletin of economic research
9
New Zealand economic papers
9
Scottish journal of political economy : the journal of the Scottish Economic Society
9
International journal of finance & economics : IJFE
8
Oxford bulletin of economics and statistics
8
Finance research letters
7
International review of economics & finance : IREF
7
Journal of applied econometrics
7
Journal of economic studies
7
Journal of forecasting
7
Research in international business and finance
7
The Manchester School
7
Journal of business finance & accounting : JBFA
6
Oxford economic papers
6
The American economic review
6
The economic record : er
6
Economica
5
International tax and public finance
5
The Australian economic review
5
The journal of asset management
5
The review of economic studies
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Explorations in economic history : EEH
4
Journal of econometrics
4
Journal of economic surveys
4
Journal of financial services research : JFSR
4
Review of quantitative finance and accounting
4
The journal of futures markets
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
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ECONIS (ZBW)
19
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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
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:
10
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:
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