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~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Cakici, Nusret"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Conference proceedings"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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CAPM
Capital income
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Großbritannien
Income tax
Prognoseverfahren
United States
Zeitreihenanalyse
Kapitaleinkommen
5
Börsenkurs
4
Forecasting model
4
Schätzung
4
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4
Volatility
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Volatilität
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9
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Blundell, Richard W.
Bryson, Alex
Cakici, Nusret
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Narayan, Paresh Kumar
14
Fung, Hung-gay
7
Sharma, Susan Sunila
7
Kanas, Angelos
6
Apergēs, Nikolaos
5
Faff, Robert W.
5
Nguyen, Duc Khuong
5
Zaremba, Adam
5
Booth, G. Geoffrey
4
Brooks, Robert
4
Buchner, Axel
4
Dinh Hoang Bach Phan
4
Du, Ding
4
Hammoudeh, Shawkat
4
Luo, Di
4
MacDonald, Ronald
4
Papavassiliou, Vassilios G.
4
Urquhart, Andrew
4
Vithessonthi, Chaiporn
4
Asgharian, Hossein
3
Baharumshah, Ahmad Zubaidi
3
Bilgin, Mehmet Huseyin
3
Bornholt, Graham
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Boubaker, Sabri
3
Chelley-Steeley, Patricia L.
3
Chiang, Thomas C.
3
Demir, Ender
3
Devpura, Neluka
3
Fang, Victor
3
Fu, Chengbo
3
Galagedera, Don U. A.
3
Ge̜bka, Bartosz
3
Gozgor, Giray
3
Grossmann, Axel
3
Gupta, Rangan
3
Hu, Ou
3
Hudson, Robert
3
Kouretas, Georgios P.
3
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Journal of international financial markets, institutions & money
Fiscal studies : the journal of the Institute for Fiscal Studies
21
Applied financial economics
18
The economic journal : the journal of the Royal Economic Society
17
International review of financial analysis
16
Economic modelling
15
The European journal of finance
15
Applied economics
14
New Zealand economic papers
13
Scottish journal of political economy : the journal of the Scottish Economic Society
13
Journal of banking & finance
11
The Manchester School of Economic and Social Studies
11
Oxford bulletin of economics and statistics
10
Bulletin of economic research
9
International journal of finance & economics : IJFE
9
The journal of futures markets
9
Finance research letters
8
Journal of business finance & accounting : JBFA
8
Journal of forecasting
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 review of economics & finance : IREF
7
Journal of economic studies
7
Research in international business and finance
7
The Australian economic review
7
The journal of asset management
7
The review of economics and statistics
7
Applied economics letters
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Economica
6
Explorations in economic history : EEH
6
Journal of applied econometrics
6
Journal of economic surveys
6
National Institute economic review
6
Review of quantitative finance and accounting
6
The economic record : er
6
Economics letters
5
International tax and public finance
5
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ECONIS (ZBW)
9
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1
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
2
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
3
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:
4
Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012801522
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
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:
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