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Forecasting U.S. stock returns
McMillan, David G. - In: The European journal of finance 27 (2021) 1/2, pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
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Dividends, prices and the present value model : firm-level evidence
Goddard, John A.; McMillan, David G.; Wilson, John O. S. - In: The European journal of finance 14 (2008) 3/4, pp. 195-210
Persistent link: https://www.econbiz.de/10003744772
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Correlations and spillovers among three euro rates : evidence using realised variance
McMillan, David G.; Ruiz, Isabel; Speight, Alan E. H. - In: The European journal of finance 16 (2010) 8, pp. 753-767
Persistent link: https://www.econbiz.de/10008759337
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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
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Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.; Speight, Alan E. H. - In: The European journal of finance 8 (2002) 1, pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
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Is there a risk and return relation?
Fifield, S. G. M.; McMillan, David G.; McMillan, Fiona J. - In: The European journal of finance 26 (2020) 11, pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
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Insider trading and future stock returns in firms with concentrated ownership levels
Chronopoulos, Dimitris K.; McMillan, David G.; … - In: The European journal of finance 25 (2019) 2, pp. 139-154
Persistent link: https://www.econbiz.de/10012206962
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Financial data science : the birth of a new financial research paradigm complementing econometrics?
Brooks, Chris; Hoepner, Andreas G. F.; McMillan, David G.; … - In: The European journal of finance 25 (2019) 17, pp. 1627-1636
Persistent link: https://www.econbiz.de/10012207132
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Workshop on recent developments in econometrics and financial data science : ICMA Centre, Henley Business School, University of Reading, UK, 2nd November 2017
Brooks, Chris (ed.); Hoepner, Andreas G. F. (ed.);  … - Workshop on Recent Developments in Econometrics and … - 2019
Persistent link: https://www.econbiz.de/10012207391
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Significance, relevance and explainability in the machine learning age : an econometrics and financial data science perspective
Hoepner, Andreas G. F.; McMillan, David G.; Vivian, Andrew - In: The European journal of finance 27 (2021) 1/2, pp. 1-7
Persistent link: https://www.econbiz.de/10012424925