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Efficiency of the South African equity market
McMillan, David G.; Thupayagale, Pako - In: Applied financial economics letters 4 (2008) 4/6, pp. 327-330
Persistent link: https://www.econbiz.de/10003807719
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Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates
McMillan, David G. - In: International journal of finance & economics : IJFE 14 (2009) 2, pp. 139-155
Persistent link: https://www.econbiz.de/10003824095
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Volatility persistence, long memory and time-varying unconditional mean : evidence from 10 equity indices
McMillan, David G.; Ruiz, Isabel - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 578-595
Persistent link: https://www.econbiz.de/10003852502
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Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm; McMillan, David G. - In: Applied economics letters 16 (2009) 7/9, pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
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Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.; Kambouroudis, Dimos - In: International review of financial analysis 18 (2009) 3, pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: International journal of forecasting 25 (2009) 2, pp. 373-399
Persistent link: https://www.econbiz.de/10003870067
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Are international value premiums driven by the same set of fundamentals?
Black, Angela J.; Fraser, Patricia; McMillan, David G. - In: International review of economics & finance : IREF 16 (2007) 1, pp. 113-129
Persistent link: https://www.econbiz.de/10003461536
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Long-memory and heterogeneous in high frequency pacific-basin exchange rate volatility
McMillan, David G.; Speight, Alan E. H. - In: Asia-Pacific financial markets 12 (2005) 3, pp. 199-226
Persistent link: https://www.econbiz.de/10003407435
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Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 16 (2006) 13, pp. 959-972
Persistent link: https://www.econbiz.de/10003377850
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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