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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"McMillan, David G."
~person:"Subrahmanyam, Avanidhar"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Schätzung
Volatilität
Börsenkurs
7
Share price
7
Theorie
7
Theory
7
Volatility
4
Asymmetric information
3
Asymmetrische Information
3
Estimation
3
Forecasting model
3
Prognoseverfahren
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Article in journal
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7
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McMillan, David G.
Subrahmanyam, Avanidhar
Gupta, Rangan
7
Kanas, Angelos
7
Andersen, Torben
6
Ma, Feng
6
Bollerslev, Tim
5
Caporale, Guglielmo Maria
5
Cheung, Yin-Wong
5
Gil-Alaña, Luis A.
5
Liang, Chao
5
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5
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Afonso, António
4
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4
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4
Li, Xiafei
4
Nitzsche, Dirk
4
Pástor, Ľuboš
4
Wei, Yu
4
Whaley, Robert E.
4
Wohar, Mark E.
4
Bansal, Ravi
3
Chang, Tsangyao
3
Cornelli, Francesca
3
Eraker, Bjørn
3
Fama, Eugene F.
3
Fleming, Jeff
3
French, Kenneth Ronald
3
Goetzmann, William N.
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Goldreich, David
3
Hammoudeh, Shawkat
3
Hyde, Stuart
3
Jawadi, Fredj
3
Keloharju, Matti
3
Ljungqvist, Alexander
3
Marsh, Ian
3
Nasir, Muhammad Ali
3
Salisu, Afees A.
3
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3
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International journal of finance & economics : IJFE
The journal of finance : the journal of the American Finance Association
Applied financial economics
9
Journal of international financial markets, institutions & money
5
Journal of forecasting
4
The European journal of finance
4
International review of financial analysis
3
Journal of financial and quantitative analysis : JFQA
3
The Manchester School
3
The journal of asset management
3
The journal of futures markets
3
Applied economics
2
Finance research letters
2
International review of applied economics
2
Journal of financial economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Managerial finance
2
Research in international business and finance
2
Studies in economics and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Applied financial economics letters
1
Asia-Pacific financial markets
1
Asian African journal of economics and econometrics
1
China finance review international
1
Cogent economics & finance
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Cuadernos de economía
1
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial markets, institutions & instruments
1
International Journal of Financial Studies : open access journal
1
International journal of banking, accounting and finance
1
International journal of financial markets and derivatives
1
International journal of monetary economics and finance : IJMEF
1
International review of economics & finance : IREF
1
International review of finance
1
Journal of economics & business
1
Journal of economics and finance : JEF
1
Journal of emerging market finance
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Journal of international money and finance
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ECONIS (ZBW)
7
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7
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date (oldest first)
1
Time-varying predictability for stock returns, dividend growth and consumption growth
McMillan, David G.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
4
,
pp. 362-373
Persistent link: https://www.econbiz.de/10011495564
Saved in:
2
Stock return predictability and dividend-price ratio : a nonlinear approach
McMillan, David G.
;
Wohar, Mark E.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 351-365
Persistent link: https://www.econbiz.de/10008811291
Saved in:
3
Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates
McMillan, David G.
- In:
International journal of finance & economics : IJFE
14
(
2009
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10003824095
Saved in:
4
Volatility dynamics and heterogeneous markets
McMillan, David G.
;
Speight, Alan E. H.
- In:
International journal of finance & economics : IJFE
11
(
2006
)
2
,
pp. 115-121
Persistent link: https://www.econbiz.de/10003322575
Saved in:
5
Feedback from stock prices to cash flows
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2389-2413
Persistent link: https://www.econbiz.de/10001631759
Saved in:
6
Market liquidity and trading activity
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 501-530
Persistent link: https://www.econbiz.de/10001604100
Saved in:
7
Investor psychology and security market under- and overreactions
Daniel, Kent
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 1839-1885
Persistent link: https://www.econbiz.de/10001251919
Saved in:
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