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~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Burkhauser, Richard V."
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Einführung"
~type_genre:"Statistik"
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Großbritannien
Income tax
Prognoseverfahren
United States
Zeitreihenanalyse
Capital income
9
Kapitaleinkommen
9
Börsenkurs
7
Share price
7
United Kingdom
6
Estimation
5
Schätzung
5
Theorie
5
Theory
5
CAPM
4
Aktienindex
3
Aktienmarkt
3
Portfolio selection
3
Portfolio-Management
3
Stock index
3
Stock market
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
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Econometrics
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Forecasting model
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Insider trading
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Insiderhandel
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Public bond
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Risiko
2
Risk
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Stock returns
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Öffentliche Anleihe
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Ökonometrie
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1970-2003
1
1984-1989
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1986-1992
1
2002-2005
1
52-Week high
1
Aktienfonds
1
Aktienoption
1
Anlageverhalten
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8
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Article in journal
Bibliography included
Einführung
Statistik
Aufsatz in Zeitschrift
8
Language
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English
Author
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Blundell, Richard W.
Burkhauser, Richard V.
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Dunis, Christian
9
Laws, Jason
6
Binner, Jane M.
4
Panopulu, Aikaterinē
4
Sermpinis, Georgios
4
Buckley, Adrian
3
Choudhry, Taufiq
3
Coakley, Jerry
3
Copeland, Laurence S.
3
Gupta, Rangan
3
Pierdzioch, Christian
3
Satchell, Stephen
3
Urquhart, Andrew
3
Wilson, John O. S.
3
Adams, Michael B.
2
Andrikopoulos, Panagiotis
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
Cotter, John
2
Coutts, J. Andrew
2
Demirag, Istemi
2
Espenlaub, Susanne
2
Fassas, Athanasios P.
2
Goddard, John A.
2
Gregoriou, Andros
2
Guégan, Dominique
2
Hamelink, Foort
2
Hansson, Björn A.
2
Hwang, Soosung
2
Iqbal, Abdullah
2
Karathanasopoulos, Andreas
2
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The European journal of finance
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
15
Applied economics
13
The Manchester School of Economic and Social Studies
11
Economic modelling
10
Bulletin of economic research
9
International review of financial analysis
9
New Zealand economic papers
9
Oxford bulletin of economics and statistics
9
Scottish journal of political economy : the journal of the Scottish Economic Society
9
The review of economics and statistics
9
Journal of business finance & accounting : JBFA
8
The American economic review
8
Journal of applied econometrics
7
Journal of economic studies
7
Journal of forecasting
7
The Manchester School
7
Economics letters
6
Explorations in economic history : EEH
6
International journal of finance & economics : IJFE
6
Oxford economic papers
6
The economic record : er
6
Vierteljahrshefte zur Wirtschaftsforschung
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economica
5
International tax and public finance
5
Journal of econometrics
5
Journal of financial services research : JFSR
5
Journal of human resources : JHR
5
Journal of international financial markets, institutions & money
5
Schmollers Jahrbuch : journal of contextual economics
5
The Australian economic review
5
The journal of futures markets
5
The review of economic studies
5
The review of income and wealth : journal of the International Association for Research in Income and Wealth
5
Demography : a publication of the Population Association of America ; the statistical study of human populations
4
Economic inquiry : journal of the Western Economic Association International
4
Finance research letters
4
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ECONIS (ZBW)
8
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1
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8
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date (oldest first)
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
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:
4
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:
5
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:
6
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:
7
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:
8
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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