Similar Search Results - EconBiz

Sum of the parts stock return forecasting : international evidence

McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 10/12, pp. 837-845

Persistent link: https://www.econbiz.de/10009232515

Persistent mispricing in a recently opened emerging index futures market : arbitrageurs invited

McMillan, David G.; Ülkü, Numan - In: The journal of futures markets 29 (2009) 3, pp. 218-243

Persistent link: https://www.econbiz.de/10003831097

Intra-day volatility forecats

McMillan, David G.; Garcia, Raquel Quiroga - In: Applied financial economics 19 (2009) 7/9, pp. 611-623

This article seeks to examine the forecasting performance of competing models for intra-day volatility for the IBEX-35 index futures market. Whilst the use of intra-day is becoming common in examining daily forecasts through realized volatility, relatively little research examines the...

Persistent link: https://www.econbiz.de/10003842667

Time-varying predictability for stock returns, dividend growth and consumption growth

McMillan, David G. - In: International journal of finance & economics : IJFE 20 (2015) 4, pp. 362-373

Persistent link: https://www.econbiz.de/10011495564

Is there an ideal in-sample length for forecasting volatility?

Kambouroudis, Dimos S.; McMillan, David G. - In: Journal of international financial markets, … 37 (2015), pp. 114-137

Persistent link: https://www.econbiz.de/10011475043

The existence and source of stock return predictability : evidence from dividend, output and consumption ratios

McMillan, David G.; Black, Angela J.; Klinkowska, Olga; … - In: The journal of asset management 16 (2015) 3, pp. 186-208

Persistent link: https://www.econbiz.de/10011413295

Insider employee stock option trading and stock prices

McMillan, David G.; Tavakoli, Manouchehr; McKnight, … - In: The European journal of finance 20 (2014) 1/3, pp. 59-79

Persistent link: https://www.econbiz.de/10010462205

The dependence structure in credit risk between money and derivatives markets : a time-varying conditional copula approch

Wu, Weiou; McMillan, David G. - In: Managerial finance 40 (2014) 8, pp. 758-769

Persistent link: https://www.econbiz.de/10010393653

Non-linear error correction : evidence for UK interest rates

McMillan, David G. - In: The Manchester School 72 (2004) 5, pp. 626-640

Persistent link: https://www.econbiz.de/10002156757

Do firm sizes and profit rates converge? : Evidence on Gibrat's Law and the persistence of profits in the long run

Goddard, John A.; McMillan, David G.; Wilson, John O. S. - In: Applied economics 38 (2006) 3, pp. 267-278

Persistent link: https://www.econbiz.de/10003294001

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