Narrow search
Showing 1 - 7 of 7
Cover Image
Stock return predictability and market integration : the role of global and local information
McMillan, David G. - In: Cogent economics & finance 4 (2016) 1, pp. 1-18
participants who aim to time the market and engage in portfolio and risk management. Third, to those (policy makers and others) who …
Persistent link: https://www.econbiz.de/10011487829
Cover Image
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
Cover Image
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
Cover Image
Present value model, bubbles and returns predictability : sector-level evidence
McMillan, David G. - In: Journal of business finance & accounting : JBFA 37 (2010) 5/6, pp. 668-686
Persistent link: https://www.econbiz.de/10008698689
Cover Image
Sum of the parts stock return forecasting : international evidence
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 10/12, pp. 837-845
Persistent link: https://www.econbiz.de/10009232515
Cover Image
Stock return predictability and dividend-price ratio : a nonlinear approach
McMillan, David G.; Wohar, Mark E. - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 351-365
Persistent link: https://www.econbiz.de/10008811291
Cover Image
Forecasting sector stock market returns
McMillan, David G. - In: The journal of asset management : a major new, … 22 (2021) 4, pp. 291-300
Persistent link: https://www.econbiz.de/10012581629