Similar Search Results

Does feedback trading drive returns of cross-listed shares?

Chen, Jing; Dong, Yizhe; Hou, Wenxuan; McMillan, David G. - In: Journal of international financial markets, … 53 (2018), pp. 179-199

Persistent link: https://www.econbiz.de/10011983852

Dynamic capital structure adjustment: US MNCs & DCs

McMillan, David G.; Camara, Omar - In: Journal of Multinational Financial Management 22 (2012) 5, pp. 278-301

This paper uses dynamic panel estimators to test whether there are differences in the speed of capital structure adjustment between US-based multinationals and domestic corporations, and why such differences may occur. Prior literature attributes the differences in leverage between MNCs and DCs...

Persistent link: https://www.econbiz.de/10010594346

Is there a risk and return relation?

Fifield, S. G. M.; McMillan, David G.; McMillan, Fiona J. - In: The European journal of finance 26 (2020) 11, pp. 1075-1101

Persistent link: https://www.econbiz.de/10012264949

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

this, put forward the view that stock and bond return volatility is key. Evidence from the 2000s suggest that the relative … that the relative equity and bond yield values are, to a large extent, driven by inflation volatility. High inflation … volatility persisted during the first half of the twentieth century when the equity yield was higher. This was followed by more …

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

Value premium and default risk

Elgammal, Mohammed Mohammed; McMillan, David G. - In: The journal of asset management 15 (2014) 1, pp. 48-61

Persistent link: https://www.econbiz.de/10010370070

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 6 (2018) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10011996138

How useful is intraday data for evaluating daily value-at-risk? : evidence from three Euro rates

McMillan, David G.; Speight, Alan E. H.; Evans, Kevin P. - In: Journal of multinational financial management 18 (2008) 5, pp. 488-503

Persistent link: https://www.econbiz.de/10003789977

Volatility dynamics and heterogeneous markets

McMillan, David G.; Speight, Alan E. H. - In: International journal of finance & economics : IJFE 11 (2006) 2, pp. 115-121

Persistent link: https://www.econbiz.de/10003322575

Asymmetric risk premium in value and growth stocks

Black, Angela J.; McMillan, David G. - In: International review of financial analysis 15 (2006) 3, pp. 237-246

Persistent link: https://www.econbiz.de/10003348583

Financial co-movement and correlation : evidence from 33 international stock market indices

Evans, Twm; McMillan, David G. - In: International journal of banking, accounting and finance 1 (2008) 3, pp. 215-241

Persistent link: https://www.econbiz.de/10003838060

1
2
3
4
5
6
7
8
Next
Last