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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:"Lucey, Brian M."
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~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:"Mehrbändiges Werk"
~type_genre:"Statistik"
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Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Lucey, Brian M.
McMillan, David G.
Mills, Terence C.
Walker, Ian
Narayan, Paresh Kumar
13
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7
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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
20
Applied financial economics
18
The economic journal : the journal of the Royal Economic Society
17
Scottish journal of political economy : the journal of the Scottish Economic Society
13
The European journal of finance
12
Applied economics
11
International review of financial analysis
11
Economic modelling
10
Bulletin of economic research
9
New Zealand economic papers
9
Oxford bulletin of economics and statistics
9
Labour economics : official journal of the European Association of Labour Economists
8
Oxford economic papers
8
Research in international business and finance
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
Finance research letters
6
Journal of applied econometrics
6
National Institute economic review
6
The economic record : er
6
The journal of asset management
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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
The Australian economic review
5
The review of economic studies
5
BJIR : an international journal of employment relations
4
Industrial relations journal
4
International review of applied economics
4
International review of economics & finance : IREF
4
Journal of economic surveys
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ECONIS (ZBW)
20
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1
Network structure and risk-adjusted return approach to stock indices integration : A study on Asia-Pacific countries
Rahman, Molla Ramizur
;
Misra, Arun Kumar
;
Lucey, Brian M.
; …
- In:
Journal of international financial markets, …
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014482878
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
High frequency volatility co-movements in cryptocurrency markets
Katsiampa, Paraskevi
;
Corbet, Shaen
;
Lucey, Brian M.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 35-52
Persistent link: https://www.econbiz.de/10012262439
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
Does intraday technical trading have predictive power in precious metal markets?
Batten, Jonathan A.
;
Lucey, Brian M.
;
McGroarty, Frank
; …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 102-113
Persistent link: https://www.econbiz.de/10011986199
Saved in:
6
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:
7
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:
8
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:
9
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:
10
The determinants of compulsory liquidations in the UK
Cuthbertson, Keith
- In:
The Manchester School of Economic and Social Studies
64
(
1996
)
3
,
pp. 298-308
Persistent link: https://www.econbiz.de/10001210067
Saved in:
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