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Persistence and time-varying coefficients
McMillan, David G.; Wohar, Mark E. - In: Economics letters 108 (2010) 1, pp. 85-89
Persistent link: https://www.econbiz.de/10008422803
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Output and stock prices: an examination of the relationship over 200 years
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 22 (2012) 19, pp. 1615-1630
Persistent link: https://www.econbiz.de/10009966923
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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/10010104292
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PROFIT PERSISTENCE REVISITED: THE CASE OF THE UK*
MCMILLAN, DAVID G.; WOHAR, MARK E. - In: The Manchester School 79 (2011) 3, pp. 510-528
Persistent link: https://www.econbiz.de/10008994055
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Structural breaks in volatility: the case of UK sector returns
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 15, pp. 1079-1094
Persistent link: https://www.econbiz.de/10009181351
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The relationship between temperature and CO2 emissions: evidence from a short and very long dataset
McMillan, David G.; Wohar, Mark E. - In: Applied economics 45 (2013) 26, pp. 3683-3690
Persistent link: https://www.econbiz.de/10010055330
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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/10009911376
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Does the BEYR help predict UK sector returns?
McMillan, David G. - In: The journal of asset management 12 (2011) 2, pp. 146-156
Persistent link: https://www.econbiz.de/10009871107
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Deviations from the law of one price across cities : testing for a border effect in persistence and volatility
Wohar, Mark E. - In: Journal of economic research 15 (2010) 2, pp. 129-146
Persistent link: https://www.econbiz.de/10009929737
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Value and growth stocks and cyclical asymmetries
Black, Angela J.; McMillan, David G. - In: The journal of asset management 6 (2005-06) 2, pp. 104-116
Persistent link: https://www.econbiz.de/10007270099