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Equity/bond yield correlation and the FED model : evidence of switching behaviour from the G7 markets
Humpe, Andreas; McMillan, David G. - In: The journal of asset management 19 (2018) 6, pp. 413-428
Persistent link: https://www.econbiz.de/10011958115
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Does the BEYR help predict UK sector returns?
McMillan, David G. - In: The journal of asset management 12 (2011) 2, pp. 146-156
Persistent link: https://www.econbiz.de/10009232548
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The search for an exploitable value premium in market indexes
Scislaw, Kenneth E.; McMillan, David G. - In: The journal of asset management 13 (2012) 4, pp. 253-270
Persistent link: https://www.econbiz.de/10009630240
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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
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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
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Time-varying correlations and interrelations : firm-level-based sector evidence
Evans, P.; McMillan, David G.; McMillan, Fiona J. - In: The journal of asset management 18 (2017) 3, pp. 209-221
Persistent link: https://www.econbiz.de/10011704219