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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The Manchester School of Economic and Social Studies"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"Fung, Hung-gay"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~subject:"1870-1913"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Einführung"
~type_genre:"Statistik"
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1870-1913
Capital income
Großbritannien
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14
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12
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7
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Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
Fung, Hung-gay
McMillan, David G.
Mills, Terence C.
Walker, Ian
Narayan, Paresh Kumar
13
Sharma, Susan Sunila
7
Kanas, Angelos
5
Zaremba, Adam
5
Booth, G. Geoffrey
4
Buchner, Axel
4
Chelley-Steeley, Patricia L.
4
Dinh Hoang Bach Phan
4
Du, Ding
4
Luo, Di
4
Miles, David
4
Nguyen, Duc Khuong
4
Steeley, James M.
4
Urquhart, Andrew
4
Apergēs, Nikolaos
3
Bornholt, Graham
3
Brooks, Robert
3
Cakici, Nusret
3
Devpura, Neluka
3
Drake, Leigh M.
3
Faff, Robert W.
3
Fraser, Patricia
3
Fu, Chengbo
3
Galagedera, Don U. A.
3
Grossmann, Axel
3
Hammoudeh, Shawkat
3
Hu, Ou
3
Hudson, Robert
3
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3
Lucey, Brian M.
3
MacDonald, Ronald
3
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3
Malin, Mirela
3
Mohamed, Abdulkadir
3
Molyneux, Philip
3
Saad, Mohsen M.
3
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Journal of international financial markets, institutions & money
The Manchester School of Economic and Social Studies
Fiscal studies : the journal of the Institute for Fiscal Studies
21
The economic journal : the journal of the Royal Economic Society
17
Applied financial economics
15
Scottish journal of political economy : the journal of the Scottish Economic Society
13
The European journal of finance
13
International review of financial analysis
12
Applied economics
11
International review of economics & finance : IREF
11
Bulletin of economic research
9
New Zealand economic papers
9
Oxford bulletin of economics and statistics
9
The journal of futures markets
9
Economic modelling
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
International journal of finance & economics : IJFE
7
Journal of economic studies
7
Journal of forecasting
7
The review of economics and statistics
7
Economica
6
Explorations in economic history : EEH
6
Journal of applied econometrics
6
Journal of business finance & accounting : JBFA
6
Journal of financial services research : JFSR
6
National Institute economic review
6
The economic record : er
6
The journal of asset management
6
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
Research in international business and finance
5
Review of quantitative finance and accounting
5
The Australian economic review
5
The review of economic studies
5
BJIR : an international journal of employment relations
4
China & world economy
4
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ECONIS (ZBW)
24
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1
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24
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1
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:
2
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:
3
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:
4
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:
5
Price linkage between the US and Japanese futures across different time zones : an analysis of the minute-by-minute data
Kao, Erin H.
;
Ho, Tsung-wu
;
Fung, Hung-gay
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 321-336
Persistent link: https://www.econbiz.de/10011474595
Saved in:
6
Forecasting exchange rates : non-linear adjustment and time-varying equilibrium
Grossmann, Axel
;
McMillan, David G.
- In:
Journal of international financial markets, …
20
(
2010
)
4
,
pp. 436-450
Persistent link: https://www.econbiz.de/10009260246
Saved in:
7
The confusing time-series behaviour of real exchange rates : are asymmetries important?
McMillan, David G.
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 692-711
Persistent link: https://www.econbiz.de/10003879522
Saved in:
8
Cross-market linkages between US and Japanese precious metals futures trading
Xu, Xiaoqing Eleanor
;
Fung, Hung-gay
- In:
Journal of international financial markets, …
15
(
2005
)
2
,
pp. 107-124
Persistent link: https://www.econbiz.de/10002739130
Saved in:
9
Daily volatility behavior in Chinese futures markets
Chan, Kam C.
;
Fung, Hung-gay
;
Leung, Wai K.
- In:
Journal of international financial markets, …
14
(
2004
)
5
,
pp. 491-505
Persistent link: https://www.econbiz.de/10002187133
Saved in:
10
The dynamic relationship of volatility, volume, and market depth in currency futures markets
Fung, Hung-gay
;
Patterson, Gary A.
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001402116
Saved in:
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