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~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"Estimation"
~subject:"Forecasting model"
~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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Estimation
Forecasting model
Großbritannien
Income tax
Prognoseverfahren
United States
Zeitreihenanalyse
Capital income
9
Kapitaleinkommen
9
Börsenkurs
7
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7
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Schätzung
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Einführung
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9
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Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Dunis, Christian
10
Laws, Jason
6
Binner, Jane M.
4
Copeland, Laurence S.
4
Gupta, Rangan
4
Murinde, Victor
4
Panopulu, Aikaterinē
4
Pierdzioch, Christian
4
Satchell, Stephen
4
Sermpinis, Georgios
4
Vivian, Andrew
4
Wilson, John O. S.
4
Buckley, Adrian
3
Choudhry, Taufiq
3
Coakley, Jerry
3
Koutmos, Gregory
3
Muradoğlu, Gülnur
3
Power, David M.
3
Urquhart, Andrew
3
Wohar, Mark E.
3
Wolfe, Simon
3
Adams, Michael B.
2
Altunbaş, Yener
2
Andrikopoulos, Panagiotis
2
Ap Gwilym, Owain
2
Armitage, Seth
2
Balaban, Ercan
2
Barnett, William A.
2
Becchetti, Leonardo
2
Bissoondeeal, Rakesh K.
2
Booth, G. Geoffrey
2
Burton, Bruce G.
2
Caporin, Massimiliano
2
Catania, Leopoldo
2
Charemza, Wojciech
2
Chen, Jing
2
Chronopoulos, Dimitris K.
2
Cotter, John
2
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The European journal of finance
Fiscal studies : the journal of the Institute for Fiscal Studies
22
Applied financial economics
18
The economic journal : the journal of the Royal Economic Society
17
Applied economics
14
New Zealand economic papers
13
Scottish journal of political economy : the journal of the Scottish Economic Society
13
Economic modelling
12
The Manchester School of Economic and Social Studies
11
International review of financial analysis
10
Oxford bulletin of economics and statistics
10
Bulletin of economic research
9
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 journal of finance & economics : IJFE
7
Journal of economic studies
7
The Australian economic review
7
The review of economics and statistics
7
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
The economic record : er
6
Finance research letters
5
International tax and public finance
5
Journal of econometrics
5
Journal of financial services research : JFSR
5
Journal of international financial markets, institutions & money
5
The journal of asset management
5
The journal of futures markets
5
The review of economic studies
5
Australian economic papers
4
BJIR : an international journal of employment relations
4
Economics letters
4
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ECONIS (ZBW)
9
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9
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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
How many factors are important in U.K. stock returns?
Fletcher, Jonathan
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1234-1249
Persistent link: https://www.econbiz.de/10012207080
Saved in:
5
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:
6
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:
7
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:
8
Time series and cross-section parameter stability in the market model : the implications for event studies
Coutts, J. Andrew
- In:
The European journal of finance
3
(
1997
)
3
,
pp. 243-259
Persistent link: https://www.econbiz.de/10001226318
Saved in:
9
Misspecification testing and robust estimation of the market model : estimating betas for the FT-SE industry baskets
Mills, Terence C.
- In:
The European journal of finance
2
(
1996
)
4
,
pp. 319-331
Persistent link: https://www.econbiz.de/10001216123
Saved in:
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