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~person:"McMillan, David G."
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ECONIS (ZBW)
132
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1
Level-shifts and non-linearity in US financial ratios : implications for returns predictability and the present value model
McMillan, David G.
- In:
Review of accounting & finance
9
(
2010
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10003991054
Saved in:
2
Revisiting dividend yield dynamics and returns predictability : evidence from a time-varying ESTR model
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 870-883
Persistent link: https://www.econbiz.de/10003873643
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Consumption and stock prices : evidence from a small international panel
McMillan, David G.
- In:
Journal of macroeconomics
36
(
2013
),
pp. 76-88
Persistent link: https://www.econbiz.de/10009751139
Saved in:
8
A panel analysis of the stock return-dividend yield relation : predicting returns and dividend growth
McMillan, David G.
;
Wohar, Mark E.
- In:
The Manchester School
81
(
2013
)
3
,
pp. 386-400
Persistent link: https://www.econbiz.de/10009755542
Saved in:
9
Insider trading and stock prices
Tavakoli, Manouchehr
;
McMillan, David G.
;
McKnight, …
- In:
International review of economics & finance : IREF
22
(
2012
)
1
,
pp. 254-266
Persistent link: https://www.econbiz.de/10009618667
Saved in:
10
Equity-bond returns correlation and the bond yield : evidence of switching behaviour from the G7 markets
Humpe, Andreas
;
McMillan, David G.
- In:
Credit and capital markets : Kredit und Kapital
49
(
2016
)
3
,
pp. 415-444
Persistent link: https://www.econbiz.de/10011555125
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