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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"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
~type_genre:"Einführung"
~type_genre:"Statistik"
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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
Hou, Wenxuan
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Workshop on Recent Developments in Econometrics and Financial Data Science <2017, Reading>
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ECONIS (ZBW)
22
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1
Model scan of factors in U.K. stock returns
Fletcher, Jonathan
;
Marshall, Andrew P.
;
O’Connell, …
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1548-1561
Persistent link: https://www.econbiz.de/10014636579
Saved in:
2
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:
3
The unintended consequence of social media criticisms : an earnings management perspective
Li, Yi
;
Zhang, Wei
;
Urquhart, Andrew
;
Wang, Pengfei
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 33-57
Persistent link: https://www.econbiz.de/10014322454
Saved in:
4
The role of hedge funds in the asset pricing : evidence from China
Zhang, Jing
;
Zhang, Wei
;
Li, Youwei
;
Feng, Xu
- In:
The European journal of finance
28
(
2022
)
2
,
pp. 219-243
Persistent link: https://www.econbiz.de/10013373250
Saved in:
5
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:
6
Significance, relevance and explainability in the machine learning age : an econometrics and financial data science perspective
Hoepner, Andreas G. F.
;
McMillan, David G.
;
Vivian, Andrew
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10012424925
Saved in:
7
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:
8
Exploring the benefits of international government bond portfolio diversification strategies
Fletcher, Jonathan
;
Paudyal, Krishna
;
Santoso, Timbul
- In:
The European journal of finance
25
(
2019
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012206950
Saved in:
9
Financial data science : the birth of a new financial research paradigm complementing econometrics?
Brooks, Chris
;
Hoepner, Andreas G. F.
;
McMillan, David G.
; …
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1627-1636
Persistent link: https://www.econbiz.de/10012207132
Saved in:
10
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
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