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The information content of the stock and bond return correlation
McMillan, David G. - In: Quantitative finance and economics 2 (2018) 3, pp. 757-775
Persistent link: https://www.econbiz.de/10012156853
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Stock return predictability : the role of inflation and threshold dynamics
McMillan, David G. - In: International review of applied economics 31 (2017) 3, pp. 357-375
Persistent link: https://www.econbiz.de/10011762050
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Do terror attacks predict gold returns? : evidence from a quantile-predictive-regression approach
Gupta, Rangan; Majumdar, Anandamayee; Pierdzioch, Christian - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 276-284
Persistent link: https://www.econbiz.de/10011792493
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On the short-term predictability of stock returns : a quantile boosting approach
Demirer, Rıza; Pierdzioch, Christian; Zhang, Huacheng - In: Finance research letters 22 (2017), pp. 35-41
Persistent link: https://www.econbiz.de/10011807952
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Does money supply growth contain predictive power for stock returns? : evidence and explanation
McMillan, David G. - In: International journal of banking, accounting and finance 8 (2017) 2, pp. 119-145
Persistent link: https://www.econbiz.de/10011846574
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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
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Nonlinear predictability of stock market returns : evidence from nonparametric and threshold models
McMillan, David G. - In: International review of economics & finance : IREF 10 (2001) 4, pp. 353-368
Persistent link: https://www.econbiz.de/10001651410
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Non-linear predictability of UK stock market returns
McMillan, David G. - In: Oxford bulletin of economics and statistics 65 (2003) 5, pp. 557-573
Persistent link: https://www.econbiz.de/10001839532
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Nonlinear predictability of short-run deviations in UK stock market return
McMillan, David G. - In: Economics letters 84 (2004) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10002116187
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Non-linear dynamics in international stock market returns
McMillan, David G. - In: Review of financial economics : RFE 14 (2005) 1, pp. 81-91
Persistent link: https://www.econbiz.de/10002524259