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~person:"Chiang, Thomas C."
~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Schätzung
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Chiang, Thomas C.
McMillan, David G.
Pierdzioch, Christian
Gupta, Rangan
59
Zaremba, Adam
59
Wohar, Mark E.
27
Narayan, Paresh Kumar
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Long, Huaigang
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Jareño, Francisco
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Brooks, Robert
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Finance research letters
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg
;
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 274-290
Persistent link: https://www.econbiz.de/10003765017
Saved in:
2
Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm
;
McMillan, David G.
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
Saved in:
3
Sources of predictability of European stock markets for high-technology firms
Pierdzioch, Christian
;
Schertler, Andrea
- In:
The European journal of finance
13
(
2007
)
1/2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10003437912
Saved in:
4
Sources of time-varying exchange rate exposure
Pierdzioch, Christian
;
Kizys, Renatas
- In:
International economics and economic policy : IEEP
7
(
2010
)
4
,
pp. 371-390
Persistent link: https://www.econbiz.de/10008695331
Saved in:
5
International equity flows and the predictability of US stock returns
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
Saved in:
6
Politics and the stock market : evidence from Germany
Döpke, Jörg
;
Pierdzioch, Christian
- In:
European journal of political economy
22
(
2006
)
4
,
pp. 925-943
Persistent link: https://www.econbiz.de/10003387516
Saved in:
7
Modelling time-variation in the stock return-dividend yield predictive equation
McMillan, David G.
- In:
Financial markets, institutions & instruments
23
(
2014
)
5
,
pp. 273-302
Persistent link: https://www.econbiz.de/10010516099
Saved in:
8
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
9
Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo
;
Wu, Weiou
;
McMillan, David G.
;
Shi, Daimin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
Saved in:
10
Stock return, dividend growth and consumption growth predictability across markets and time :implications for stock price movement
McMillan, David G.
- In:
International review of financial analysis
35
(
2014
),
pp. 90-101
Persistent link: https://www.econbiz.de/10010529621
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