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~isPartOf:"Review / Federal Reserve Bank of St. Louis"
~isPartOf:"The European journal of finance"
~language:"bul"
~language:"eng"
~person:"Bordo, Michael D."
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Dividend"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Bordo, Michael D.
McMillan, David G.
Thornton, Daniel L.
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26
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25
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24
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4
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4
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4
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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 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:
3
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:
4
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:
5
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:
6
Correlations and spillovers among three euro rates : evidence using realised variance
McMillan, David G.
;
Ruiz, Isabel
;
Speight, Alan E. H.
- In:
The European journal of finance
16
(
2010
)
8
,
pp. 753-767
Persistent link: https://www.econbiz.de/10008759337
Saved in:
7
Dividends, prices and the present value model : firm-level evidence
Goddard, John A.
;
McMillan, David G.
;
Wilson, John O. S.
- In:
The European journal of finance
14
(
2008
)
3/4
,
pp. 195-210
Persistent link: https://www.econbiz.de/10003744772
Saved in:
8
Stock market booms and monetary policy in the twentieth century
Bordo, Michael D.
;
Wheelock, David C.
- In:
Review / Federal Reserve Bank of St. Louis
89
(
2007
)
2
,
pp. 91-122
Persistent link: https://www.econbiz.de/10003436451
Saved in:
9
Monetary policy and asset prices : a look back at past US stock market booms
Bordo, Michael D.
;
Wheelock, David C.
- In:
Review / Federal Reserve Bank of St. Louis
86
(
2004
)
6
,
pp. 19-44
Persistent link: https://www.econbiz.de/10002543490
Saved in:
10
Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
The European journal of finance
8
(
2002
)
1
,
pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
Saved in:
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