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Bubbles in the dividend-price ratio? : evidence from an asymmetric exponential smooth-transition model
McMillan, David G. - In: Journal of banking & finance 31 (2007) 3, pp. 787-804
Persistent link: https://www.econbiz.de/10003429782
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Bubbles in UK house prices : evidence from ESTR models
McMillan, David G.; Speight, Alan E. H. - In: International review of applied economics 24 (2010) 4, pp. 437-452
Persistent link: https://www.econbiz.de/10008653280
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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
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Stock Market Fundamentals and Bubbles : Implications for Prices, GDP and Consumption
McMillan, David G. - 2010
fundamentals appear to drive the common stochastic trend, while deviations from stock market fundamentals, bubbles, have …
Persistent link: https://www.econbiz.de/10013136803
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Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G.; Speight, Alan E. H. - In: The journal of futures markets 26 (2006) 4, pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
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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
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Dividends, prices and the present value model : firm-level evidence
Goddard, John A.; McMillan, David G.; Wilson, John O. S. - In: The European journal of finance 14 (2008) 3/4, pp. 195-210
Persistent link: https://www.econbiz.de/10003744772
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The price-dividend ratio and limits to arbitrage : evidence from a time-varying ESTR model
McMillan, David G. - In: Economics letters 91 (2006) 3, pp. 408-412
Persistent link: https://www.econbiz.de/10003333694
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Asymmetric patterns in international stock prices : evidence of random walk and reverting behaviour
McMillan, David G. - In: International economics & finance journal : (IEFJ) 2 (2007) 1/2, pp. 109-126
Persistent link: https://www.econbiz.de/10003791280
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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