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Present value model, bubbles and returns predictability : sector-level evidence

McMillan, David G. - In: Journal of business finance & accounting : JBFA 37 (2010) 5/6, pp. 668-686

Persistent link: https://www.econbiz.de/10008698689

Cross-asset relations, correlations and economic implications

McMillan, David G. - In: Global finance journal 41 (2019), pp. 60-78

Persistent link: https://www.econbiz.de/10012257060

The behaviour of the equity yield and its relation with the bond yield : the role of inflation

McMillan, David G. - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-18

Understanding the behaviour of the equity yield and its relation to the bond yield is important for portfolio managers and those engaged in modelling the interaction between asset classes. During the mid-1900s, the equity yield-which was previously greater than the bond yield-declined, while the...

Persistent link: https://www.econbiz.de/10011963922

Does money supply growth contain predictive power for stock returns? : evidence and explanation

McMillan, David G. - In: International journal of banking, accounting and finance 8 (2017) 2, pp. 119-145

Persistent link: https://www.econbiz.de/10011846574

Stock return predictability : using the cyclical component of the price ratio

McMillan, David G. - In: Research in international business and finance 48 (2019), pp. 228-242

Persistent link: https://www.econbiz.de/10012135904

The information content of the stock and bond return correlation

McMillan, David G. - In: Quantitative finance and economics 2 (2018) 3, pp. 757-775

Persistent link: https://www.econbiz.de/10012156853

Stock return predictability : the role of inflation and threshold dynamics

McMillan, David G. - In: International review of applied economics 31 (2017) 3, pp. 357-375

Persistent link: https://www.econbiz.de/10011762050

Forecasting U.S. stock returns

McMillan, David G. - In: The European journal of finance 27 (2021) 1/2, pp. 86-109

Persistent link: https://www.econbiz.de/10012424930

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

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