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~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Bouri, Elie"
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Ma, Feng"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Labour supply"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Einführung"
~type_genre:"Festschrift"
~type_genre:"Government document"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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ARCH model
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Blundell, Richard W.
Bouri, Elie
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Ma, Feng
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Dunis, Christian
8
Gupta, Rangan
5
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5
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4
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Hwang, Soosung
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Koutmos, Gregory
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Marshall, Andrew P.
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Panopulu, Aikaterinē
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2
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2
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The European journal of finance
Energy economics
32
Finance research letters
31
International review of financial analysis
29
Economic modelling
22
Fiscal studies : the journal of the Institute for Fiscal Studies
21
Applied economics
19
The economic journal : the journal of the Royal Economic Society
16
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15
International journal of finance & economics : IJFE
15
Scottish journal of political economy : the journal of the Scottish Economic Society
13
International review of economics & finance : IREF
12
Journal of forecasting
11
New Zealand economic papers
10
The Manchester School of Economic and Social Studies
10
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9
Journal of international financial markets, institutions & money
9
The Manchester School
9
Oxford bulletin of economics and statistics
8
Oxford economic papers
8
Research in international business and finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
7
Journal of economic studies
7
Labour economics : official journal of the European Association of Labour Economists
7
The American economic review
7
Applied economics letters
6
Economica
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Financial innovation : FIN
6
International journal of forecasting
6
The economic record : er
6
The journal of asset management
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The journal of futures markets
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International tax and public finance
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Journal of applied econometrics
5
National Institute economic review
5
The Australian economic review
5
The North American journal of economics and finance : a journal of financial economics studies
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The review of economic studies
5
BJIR : an international journal of employment relations
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ECONIS (ZBW)
13
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13
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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 international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Winners and losers : German equity mutual funds
Cuthbertson, Keith
;
Nitzsche, Dirk
- In:
The European journal of finance
19
(
2013
)
9/10
,
pp. 951-963
Persistent link: https://www.econbiz.de/10010245646
Saved in:
8
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:
9
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:
10
Asset pricing dynamics
Markellos, Raphaēl N.
;
Mills, Terence C.
- In:
The European journal of finance
9
(
2003
)
6
,
pp. 533-556
Persistent link: https://www.econbiz.de/10001885595
Saved in:
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