//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"McMillan, David G."
~person:"Zhang, Yaojie"
~subject:"Prognoseverfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Appendix to 'Short Interest an...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Capital income
127
Kapitaleinkommen
127
Börsenkurs
107
Share price
107
Forecasting model
100
Estimation
72
Schätzung
72
Aktienmarkt
59
Stock market
59
Volatility
56
Volatilität
56
ARCH model
30
ARCH-Modell
30
Theorie
23
Theory
23
Welt
22
World
22
Forecast
18
Prognose
18
Großbritannien
17
United Kingdom
17
Dividend
15
Dividende
15
Stock returns
15
China
14
Portfolio selection
14
Portfolio-Management
14
Capital market returns
13
Kapitalmarktrendite
13
Time series analysis
13
Zeitreihenanalyse
13
Correlation
12
Korrelation
12
Anleihe
11
Bond
11
Risiko
11
Risk
11
USA
11
United States
11
more ...
less ...
Online availability
All
Undetermined
46
Free
28
Type of publication
All
Article
75
Book / Working Paper
25
Type of publication (narrower categories)
All
Article in journal
74
Aufsatz in Zeitschrift
74
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
100
Author
All
McMillan, David G.
Zhang, Yaojie
Gupta, Rangan
121
Pierdzioch, Christian
65
Ma, Feng
59
Zaremba, Adam
41
Wohar, Mark E.
39
Wang, Yudong
38
Timmermann, Allan
37
Guidolin, Massimo
34
Narayan, Paresh Kumar
33
Zhou, Guofu
33
Lux, Thomas
32
McAleer, Michael
32
Bollerslev, Tim
31
Diebold, Francis X.
28
Bouri, Elie
27
Salisu, Afees A.
26
Bekaert, Geert
21
Jiang, Fuwei
21
Li, Yan
21
Caporin, Massimiliano
20
Liang, Chao
20
Wang, Jiqian
19
Zhou, Hao
19
Cakici, Nusret
16
Kim, Jae H.
16
Medeiros, Marcelo C.
16
Prokopczuk, Marcel
16
Tamoni, Andrea
16
Allen, David E.
15
Asai, Manabu
15
Bali, Turan G.
15
Campbell, John Y.
15
Dai, Zhifeng
15
Guo, Hui
15
Herwartz, Helmut
15
Nonejad, Nima
15
Pettenuzzo, Davide
15
Zhu, Xiaoneng
15
more ...
less ...
Published in...
All
Economic modelling
6
Finance research letters
6
Applied economics
5
Journal of forecasting
5
International journal of forecasting
4
Applied financial economics
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Emerging markets, finance and trade : EMFT
2
International review of applied economics
2
Journal of international financial markets, institutions & money
2
Oxford bulletin of economics and statistics
2
Research in international business and finance
2
Review of accounting & finance
2
The European journal of finance
2
The journal of asset management
2
Working paper
2
Working papers series / Manchester Business School
2
Asia-Pacific financial markets
1
Bulletin of economic research
1
Cogent economics & finance
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Federal Reserve Bank of St. Louis Working Paper
1
Financial innovation : FIN
1
Financial markets, institutions & instruments
1
International journal of banking, accounting and finance
1
International journal of monetary economics and finance : IJMEF
1
International review of economics & finance : IREF
1
Journal of management science and engineering
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Palgrave pivot
1
Quantitative finance and economics
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Review of financial economics : RFE
1
Springer eBook Collection / Economics and Finance
1
SpringerLink / Bücher
1
Studies in economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
100
Showing
1
-
10
of
100
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The existence and source of stock return predictability : evidence from dividend, output and consumption ratios
McMillan, David G.
;
Black, Angela J.
;
Klinkowska, Olga
; …
- In:
The journal of asset management
16
(
2015
)
3
,
pp. 186-208
Persistent link: https://www.econbiz.de/10011413295
Saved in:
2
Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
Saved in:
3
Stock return predictability : using the cyclical component of the price ratio
McMillan, David G.
- In:
Research in international business and finance
48
(
2019
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012135904
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie
;
Ma, Feng
;
Zhu, Bo
- In:
Economic modelling
76
(
2019
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
Saved in:
8
Forecasting stock returns : do less powerful predictors help?
Zhang, Yaojie
;
Zeng, Qing
;
Ma, Feng
;
Shi, Benshan
- In:
Economic modelling
78
(
2019
),
pp. 32-39
Persistent link: https://www.econbiz.de/10012198825
Saved in:
9
The information content of the stock and bond return correlation
McMillan, David G.
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 757-775
Persistent link: https://www.econbiz.de/10012156853
Saved in:
10
Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang
;
Ma, Feng
;
Zhang, Yaojie
- In:
Energy economics
81
(
2019
),
pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->