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The Long Run Value Premium and...
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United States
Capital income
104
Kapitaleinkommen
104
Börsenkurs
88
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88
Forecasting model
84
Prognoseverfahren
84
Volatility
69
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USA
25
Welt
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17
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15
Dividende
15
Cointegration
14
Kointegration
13
Portfolio selection
13
Portfolio-Management
13
Risikoprämie
13
Risk premium
13
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12
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12
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English
24
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McMillan, David G.
22
Black, Angela J.
5
Fraser, Patricia
2
Groenewold, Nicolaas
2
McMillan, Fiona J.
2
McMillan, Fiona Jayne
2
Camara, Omar
1
Guidolin, Massimo
1
Herbst, Patrick
1
Kambouroudis, Dimos S.
1
Mao, Bin
1
Speight, Alan E. H.
1
Tsakou, Katerina
1
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1
Ziadat, Salem Adel
1
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International review of economics & finance : IREF
2
Applied financial economics
1
Discussion paper / Department of Economics, The University of Western Australia
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Finance research letters
1
International journal of forecasting
1
International review of applied economics
1
International review of financial analysis
1
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1
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1
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1
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1
The European journal of finance
1
The Manchester School
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The journal of asset management
1
The journal of futures markets
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
24
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1
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
Saved in:
2
The value premium and economic activity : long-run evidence from the United States
Black, Angela J.
;
Mao, Bin
;
McMillan, David G.
- In:
The journal of asset management
10
(
2009/10
)
5
,
pp. 305-317
Persistent link: https://www.econbiz.de/10003916941
Saved in:
3
Nonlinear error correction in spot and forward exchange rates
McMillan, David G.
;
Black, Angela J.
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
4
,
pp. 738-750
Persistent link: https://www.econbiz.de/10001634496
Saved in:
4
US stock prices and macroeconomic fundamentals
Black, Angela J.
;
Fraser, Patricia
;
Groenewold, Nicolaas
- In:
International review of economics & finance : IREF
12
(
2003
)
3
,
pp. 345-367
Persistent link: https://www.econbiz.de/10001797306
Saved in:
5
US stock prices and macroeconomic fundamentals
Black, Angela J.
;
Fraser, Patricia
;
Groenewold, Nicolaas
-
2001
Persistent link: https://www.econbiz.de/10001582457
Saved in:
6
Non-linear cointegration and adjustment : an asymmetric exponential smooth-transition model for US interest rates
McMillan, David G.
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
3
,
pp. 591-606
Persistent link: https://www.econbiz.de/10003776781
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
10
Time variation in the cointegrating relationship between stock prices and economic activity
McMillan, David G.
- In:
International review of applied economics
19
(
2005
)
3
,
pp. 359-368
Persistent link: https://www.econbiz.de/10002894355
Saved in:
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