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~language:"eng"
~person:"McMillan, David G."
~subject:"Capital income"
~subject:"Wirkungsanalyse"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
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Capital income
Wirkungsanalyse
Kapitaleinkommen
67
Börsenkurs
53
Share price
53
Forecasting model
52
Prognoseverfahren
52
Volatility
49
Volatilität
49
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44
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44
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36
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Amtliche Publikation
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McMillan, David G.
Gupta, Rangan
156
Zaremba, Adam
101
Narayan, Paresh Kumar
71
Wohar, Mark E.
71
Bouri, Elie
48
Tiwari, Aviral Kumar
48
Faff, Robert W.
47
Ma, Feng
45
Apergēs, Nikolaos
43
Cakici, Nusret
41
Bali, Turan G.
40
Demirer, Rıza
40
Nguyen, Duc Khuong
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39
Xuan Vinh Vo
39
Hassan, M. Kabir
38
Zhang, Wei
38
Caporale, Guglielmo Maria
37
Brooks, Robert
36
Fletcher, Jonathan
36
Wang, Yudong
36
Chiang, Thomas C.
35
Gil-Alaña, Luis A.
35
Balcilar, Mehmet
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Kutan, Ali Mustafa
34
Sehgal, Sanjay
34
Hammoudeh, Shawkat
32
Lee, Chien-chiang
32
Titman, Sheridan
32
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30
Lucey, Brian M.
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Ryu, Doojin
30
Umar, Zaghum
30
Zhou, Guofu
30
Salisu, Afees A.
29
Timmermann, Allan
29
Guidolin, Massimo
28
Li, Bin
28
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28
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Applied financial economics
5
The European journal of finance
5
The journal of asset management
5
Research in international business and finance
4
International review of economics & finance : IREF
3
Studies in economics and finance
3
Cogent economics & finance
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of applied economics
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Oxford bulletin of economics and statistics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics
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Applied economics letters
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Asia-Pacific financial markets
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China finance review international
1
Credit and capital markets : Kredit und Kapital
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Economics letters
1
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1
International Journal of Financial Studies : open access journal
1
International journal of banking, accounting and finance
1
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International review of financial analysis
1
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Review of accounting & finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Manchester School
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ECONIS (ZBW)
68
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31
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:
32
Portfolio constituency rules and the value premium in the small-cap space
Scislaw, Kenneth E.
;
McMillan, David G.
- In:
Managerial finance
41
(
2015
)
5
,
pp. 418-436
Persistent link: https://www.econbiz.de/10011335043
Saved in:
33
Stock returns and volatility dynamics in China : does the control of state-owned enterprises (SOEs) matter?
McMillan, David G.
;
Evans, Pornsawan
- In:
China finance review international
5
(
2015
)
2
,
pp. 103-131
Persistent link: https://www.econbiz.de/10011391707
Saved in:
34
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:
35
Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo
;
Hyde, Stuart
;
McMillan, David G.
; …
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
4
,
pp. 510-535
Persistent link: https://www.econbiz.de/10010474888
Saved in:
36
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:
37
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:
38
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:
39
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:
40
Value premium and default risk
Elgammal, Mohammed Mohammed
;
McMillan, David G.
- In:
The journal of asset management
15
(
2014
)
1
,
pp. 48-61
Persistent link: https://www.econbiz.de/10010370070
Saved in:
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