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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:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Sharma, Susan Sunila"
~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
McMillan, David G.
Mills, Terence C.
Sharma, Susan Sunila
Walker, Ian
Narayan, Paresh Kumar
13
Fung, Hung-gay
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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
The economic journal : the journal of the Royal Economic Society
17
Applied financial economics
16
Economic modelling
13
Scottish journal of political economy : the journal of the Scottish Economic Society
13
Applied economics
11
The European journal of finance
11
Bulletin of economic research
9
New Zealand economic papers
9
Oxford bulletin of economics and statistics
9
International review of financial analysis
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
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
Pacific-Basin finance journal
5
Research in international business and finance
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The Australian economic review
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The review of economic studies
5
BJIR : an international journal of employment relations
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Energy economics
4
Industrial relations journal
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International review of applied economics
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Journal of economic surveys
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Oxford review of economic policy
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ECONIS (ZBW)
24
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24
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1
Bond return predictability : evidence from 25 OECD countries
Devpura, Neluka
;
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820862
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
Structural instability and predictability
Devpura, Neluka
;
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012263369
Saved in:
4
Can economic policy uncertainty predict stock returns? : global evidence
Dinh Hoang Bach Phan
;
Sharma, Susan Sunila
;
Vuong Thao Tran
- In:
Journal of international financial markets, …
55
(
2018
),
pp. 134-150
Persistent link: https://www.econbiz.de/10011984121
Saved in:
5
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:
6
Is stock return predictability time-varying?
Devpura, Neluka
;
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 152-172
Persistent link: https://www.econbiz.de/10011986233
Saved in:
7
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:
8
Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan
;
Sharma, Susan Sunila
;
Narayan, …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
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
Oil price and stock returns of consumers and producers of crude oil
Dinh Hoang Bach Phan
;
Sharma, Susan Sunila
;
Narayan, …
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 245-262
Persistent link: https://www.econbiz.de/10011474548
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