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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

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

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

Spillovers between output and stock prices : a wavelet approach

McMillan, David G.; Tiwari, Aviral Kumar - In: Studies in economics and finance 33 (2016) 4, pp. 625-637

Persistent link: https://www.econbiz.de/10011722563

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

The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies

McMillan, David G.; McMillan, Fiona J. - In: Journal of international financial markets, … 47 (2017), pp. 103-113

Persistent link: https://www.econbiz.de/10011892256

The behaviour of asset return and volatility spillovers in Turkey : a tale of two crises

Bajo Rubio, Oscar; Berke, Burcu; McMillan, David G. - In: Research in international business and finance 41 (2017), pp. 577-589

Persistent link: https://www.econbiz.de/10011914596

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

The behaviour of the equity yield and its relation with the bond yield : the role of inflation

McMillan, David G. - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-18

Understanding the behaviour of the equity yield and its relation to the bond yield is important for portfolio managers … and those engaged in modelling the interaction between asset classes. During the mid-1900s, the equity yield-which was … previously greater than the bond yield-declined, while the bond yield rose and became higher. Research, seeking to understand …

Persistent link: https://www.econbiz.de/10011963922

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