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~person:"McMillan, David G."
~subject:"Prognoseverfahren"
~type:"article"
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Prognoseverfahren
Capital income
68
Kapitaleinkommen
68
Börsenkurs
55
Share price
55
Forecasting model
41
Estimation
37
Schätzung
37
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26
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predictability
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stock returns
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forecasting
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McMillan, David G.
Gupta, Rangan
79
Ma, Feng
57
Zaremba, Adam
38
Wang, Yudong
37
Zhang, Yaojie
36
Wohar, Mark E.
33
Narayan, Paresh Kumar
32
Pierdzioch, Christian
31
Bouri, Elie
20
Liang, Chao
20
Salisu, Afees A.
19
Li, Yan
18
Wang, Jiqian
16
Zhou, Guofu
16
Nonejad, Nima
15
Timmermann, Allan
15
Wei, Yu
14
Zhu, Xiaoneng
14
Dai, Zhifeng
13
Guidolin, Massimo
13
Li, Bin
13
Liu, Li
13
Long, Huaigang
13
Cakici, Nusret
12
Demirer, Rıza
12
He, Mengxi
12
Lu, Xinjie
12
Sharma, Susan Sunila
12
Westerlund, Joakim
12
Wu, Chongfeng
12
Yin, Libo
12
Balcilar, Mehmet
11
Kumar, Dilip
11
Pan, Zhiyuan
11
Wu, Xinyu
11
Zeng, Qing
11
Bollerslev, Tim
10
Kim, Jae H.
10
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Applied financial economics
3
Finance research letters
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of applied economics
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
Review of accounting & finance
2
The European journal of finance
2
The journal of asset management
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1
Asia-Pacific financial markets
1
Cogent economics & finance
1
Economics letters
1
Financial markets, institutions & instruments
1
International journal of banking, accounting and finance
1
International journal of monetary economics and finance : IJMEF
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Quantitative finance and economics
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Research in international business and finance
1
Review of financial economics : RFE
1
Studies in economics and finance
1
The British accounting review : the journal of the British Accounting Association
1
The Manchester School
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
41
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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
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:
6
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:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
The predictive ability of stock market factors
Elgammal, Mohammed Mohammed
;
Ahmed, Fatma Ehab
; …
- In:
Studies in economics and finance
39
(
2022
)
1
,
pp. 111-124
Persistent link: https://www.econbiz.de/10012798502
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