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~language:"eng"
~person:"Faff, Robert W."
~person:"McMillan, David G."
~subject:"Estimation"
~subject:"Financial crisis"
~subject:"Share price"
~type_genre:"Article in journal"
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Estimation
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Capital income
112
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112
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98
Australien
98
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93
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74
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72
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Faff, Robert W.
McMillan, David G.
Gupta, Rangan
251
Bahmani-Oskooee, Mohsen
161
Gil-Alaña, Luis A.
147
Caporale, Guglielmo Maria
129
Narayan, Paresh Kumar
124
Wohar, Mark E.
117
Tiwari, Aviral Kumar
114
Chang, Tsangyao
111
Apergēs, Nikolaos
110
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95
Hammoudeh, Shawkat
89
Lee, Chien-chiang
83
Belke, Ansgar
78
Kutan, Ali Mustafa
73
Pierdzioch, Christian
72
Hassan, M. Kabir
71
Ma, Feng
70
Xuan Vinh Vo
70
Shahbaz, Muhammad
69
Moosa, Imad A.
68
Ryu, Doojin
68
Balcilar, Mehmet
65
Bouri, Elie
65
Su, Chi-Wei
65
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64
Madura, Jeff
61
Zhang, Wei
60
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59
Jawadi, Fredj
59
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58
McAleer, Michael
58
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57
Kumbhakar, Subal
57
Salisu, Afees A.
57
Nguyen, Duc Khuong
56
Serletis, Apostolos
54
Wagner, Joachim
52
Haan, Jakob de
51
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Applied financial economics
12
Journal of banking & finance
8
Australian journal of management
6
The European journal of finance
6
Journal of international financial markets, institutions & money
5
The journal of futures markets
5
International review of economics & finance : IREF
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4
Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Credit and capital markets : Kredit und Kapital
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ECONIS (ZBW)
144
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1
Capital structure and political connections : evidence from GCC banks and the financial crisis
Ahmed, Fatma Ehab
;
McMillan, David G.
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2890-2911
Persistent link: https://www.econbiz.de/10014451746
Saved in:
2
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
3
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
4
Do financial markets predict macroeconomic performance? : US evidence from risk-based measures
McMillan, David G.
- In:
The Manchester School
91
(
2023
)
5
,
pp. 439-466
Persistent link: https://www.econbiz.de/10014326656
Saved in:
5
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:
6
The 2008 global financial crisis and COVID-19 pandemic : how safe are the safe haven assets?
Cheema, Muhammad A.
;
Faff, Robert W.
;
Szulczyk, Kenneth R.
- In:
International review of financial analysis
83
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013460899
Saved in:
7
Effects of incentive pay on systemic risk : evidence from CEO compensation and CoVar
Zelenyuk, Natalya
;
Faff, Robert W.
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
6
,
pp. 3289-3311
Persistent link: https://www.econbiz.de/10013440560
Saved in:
8
Informational content of options around analyst recommendations
Wang, Qingxia
;
Faff, Robert W.
;
Zhu, Min
- In:
International journal of managerial finance : IJMF
18
(
2022
)
3
,
pp. 445-465
Persistent link: https://www.econbiz.de/10013365133
Saved in:
9
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
Saved in:
10
The predictive ability of stock market factors
Elgammal, Mohammed Mohammed
;
Ahmed, Fatma Ehab
; …
- In:
Studies in economics and finance
39
(
2022
)
1
,
pp. 111-124
Persistent link: https://www.econbiz.de/10012798502
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