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~person:"McMillan, David G."
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Capital income
67
Kapitaleinkommen
67
Börsenkurs
53
Share price
53
Forecasting model
40
Estimation
36
Schätzung
36
Aktienmarkt
25
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25
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22
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22
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15
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15
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14
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predictability
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forecasting
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stock returns
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Aufsatz in Zeitschrift
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English
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McMillan, David G.
Gupta, Rangan
78
Ma, Feng
57
Zaremba, Adam
38
Wang, Yudong
35
Zhang, Yaojie
34
Wohar, Mark E.
33
Narayan, Paresh Kumar
32
Pierdzioch, Christian
30
Bouri, Elie
20
Liang, Chao
20
Salisu, Afees A.
19
Li, Yan
18
Wang, Jiqian
16
Nonejad, Nima
15
Timmermann, Allan
15
Zhou, Guofu
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
Lu, Xinjie
12
Sharma, Susan Sunila
12
Westerlund, Joakim
12
Wu, Chongfeng
12
Yin, Libo
12
Balcilar, Mehmet
11
Demirer, Rıza
11
He, Mengxi
11
Kumar, Dilip
11
Wu, Xinyu
11
Kim, Jae H.
10
Molnár, Peter
10
Pan, Zhiyuan
10
Zeng, Qing
10
Bali, Turan G.
9
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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
2
Applied economics
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
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
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The Manchester School
1
The journal of asset management : a major new, international quarterly journal for the financial community
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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)
40
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1
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:
2
Stock return predictability : using the cyclical component of the price ratio
McMillan, David G.
- In:
Research in international business and finance
48
(
2019
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012135904
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
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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:
10
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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