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Lottery stocks in the UK : evidence, characteristics and cause
Khasawneh, Maher; McMillan, David G.; Kambouroudis, Dimos - In: International journal of banking, accounting and … 14 (2024) 1, pp. 58-96
Persistent link: https://www.econbiz.de/10015057209
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Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak; Kambouroudis, Dimos; McMillan, David G. - In: Finance research letters 55 (2023) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
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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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Nonlinear predictability of short-run deviations in UK stock market return
McMillan, David G. - In: Economics letters 84 (2004) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10002116187
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Non-linear forecasting of stock returns : does volume help?
McMillan, David G. - In: International journal of forecasting 23 (2007) 1, pp. 115-126
Persistent link: https://www.econbiz.de/10003438396
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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
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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 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
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Consumption and stock prices : evidence from a small international panel
McMillan, David G. - In: Journal of macroeconomics 36 (2013), pp. 76-88
Persistent link: https://www.econbiz.de/10009751139
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Does non-linearity help us understand, model and forecast UK stock and bond returns : evidence from the BEYR
McMillan, David G. - In: International review of applied economics 26 (2012) 1, pp. 125-143
Persistent link: https://www.econbiz.de/10009419538