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Capital income
99
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99
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84
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82
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67
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McMillan, David G.
352
Mcmillan, David G.
36
Speight, Alan E. H.
36
Black, Angela J.
23
Wohar, Mark E.
21
Speight, Alan E.H.
19
Guidolin, Massimo
10
Kambouroudis, Dimos S
10
McMillan, Fiona J.
10
Ruiz, Isabel
10
Kambouroudis, Dimos
9
Hyde, Stuart
8
Ono, Sadayuki
8
Ziadat, Salem Adel
8
Al Rababa'a, Abdel Razzaq
7
Evans, Twm
7
Hoepner, Andreas G. F.
7
Thupayagale, Pako
7
Berke, Burcu
6
Tavakoli, Manouchehr
6
Ahmed, Fatma Ehab
5
Elgammal, Mohammed
5
Humpe, Andreas
5
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5
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5
Wese Simen, Chardin
5
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5
Wu, Weiou
5
Camara, Omar
4
Chen, Jing
4
Evans, Kevin P.
4
Fraser, Patricia
4
Garcia, Raquel Quiroga
4
Kambouroudis, Dimos S.
4
Klinkowska, Olga
4
Korkusuz, Burak
4
MCMILLAN, DAVID G.
4
McKnight, Phillip J.
4
Philip, Dennis
4
Scislaw, Kenneth E.
4
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Workshop on Recent Developments in Econometrics and Financial Data Science <2017, Reading>
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Applied financial economics
23
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12
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12
The journal of asset management
11
The journal of futures markets
10
International review of financial analysis
8
The Manchester School
8
Journal of forecasting
7
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
6
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6
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6
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5
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5
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5
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5
Journal of multinational financial management
5
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5
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5
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5
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4
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4
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4
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4
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4
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3
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3
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3
International journal of banking, accounting and finance
3
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3
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3
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3
Manchester School
3
Oxford bulletin of economics and statistics
3
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3
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3
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2
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ECONIS (ZBW)
242
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65
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64
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16
EconStor
7
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121
Is there an ideal in-sample length for forecasting volatility?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
Saved in:
122
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:
123
Insider employee stock option trading and stock prices
McMillan, David G.
;
Tavakoli, Manouchehr
;
McKnight, …
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 59-79
Persistent link: https://www.econbiz.de/10010462205
Saved in:
124
The dependence structure in credit risk between money and derivatives markets : a time-varying conditional copula approch
Wu, Weiou
;
McMillan, David G.
- In:
Managerial finance
40
(
2014
)
8
,
pp. 758-769
Persistent link: https://www.econbiz.de/10010393653
Saved in:
125
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
Saved in:
126
Non-linear error correction : evidence for UK interest rates
McMillan, David G.
- In:
The Manchester School
72
(
2004
)
5
,
pp. 626-640
Persistent link: https://www.econbiz.de/10002156757
Saved in:
127
Do firm sizes and profit rates converge? : Evidence on Gibrat's Law and the persistence of profits in the long run
Goddard, John A.
;
McMillan, David G.
;
Wilson, John O. S.
- In:
Applied economics
38
(
2006
)
3
,
pp. 267-278
Persistent link: https://www.econbiz.de/10003294001
Saved in:
128
Time-varying hedge ratios for non-ferrous metals prices
McMillan, David G.
- In:
Resources policy
30
(
2005
)
3
,
pp. 186-193
Persistent link: https://www.econbiz.de/10003228356
Saved in:
129
Long run trends and volatility spillovers in daily exchange rates
Black, Angela J.
;
McMillan, David G.
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 895-907
Persistent link: https://www.econbiz.de/10002150770
Saved in:
130
Intra-day volatility components in FTSE-100 stock index futures
Speight, Alan E. H.
;
McMillan, David G.
;
Ap Gwilym, Owain
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 425-444
Persistent link: https://www.econbiz.de/10001500111
Saved in:
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