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~person:"McMillan, David G."
~subject:"Prognoseverfahren"
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Prognoseverfahren
Capital income
99
Kapitaleinkommen
99
Börsenkurs
82
Share price
82
Forecasting model
66
Estimation
52
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52
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35
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McMillan, David G.
Gupta, Rangan
114
Pierdzioch, Christian
63
Ma, Feng
56
Wohar, Mark E.
39
Wang, Yudong
38
Zaremba, Adam
38
Timmermann, Allan
37
Guidolin, Massimo
33
Narayan, Paresh Kumar
33
Zhang, Yaojie
33
Zhou, Guofu
33
Lux, Thomas
32
McAleer, Michael
32
Bollerslev, Tim
31
Diebold, Francis X.
28
Salisu, Afees A.
24
Bouri, Elie
22
Jiang, Fuwei
21
Bekaert, Geert
20
Caporin, Massimiliano
20
Li, Yan
20
Wang, Jiqian
19
Zhou, Hao
19
Liang, Chao
17
Kim, Jae H.
16
Medeiros, Marcelo C.
16
Prokopczuk, Marcel
16
Allen, David E.
15
Asai, Manabu
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Bali, Turan G.
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Cakici, Nusret
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Guo, Hui
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Herwartz, Helmut
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Nonejad, Nima
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Pettenuzzo, Davide
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Tamoni, Andrea
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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
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Journal of forecasting
2
Oxford bulletin of economics and statistics
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The European journal of finance
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Recent advances in estimating nonlinear models : with applications in economics and finance
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ECONIS (ZBW)
66
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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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