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Forecasting stock returns : do commodity prices help?
Black, Angela J.; Klinkowska, Olga; McMillan, David G.; … - In: Journal of forecasting 33 (2014) 8, pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
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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
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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
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UK stock market predictability : evidence of time variation
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 23 (2013) 10/12, pp. 1043-1055
Persistent link: https://www.econbiz.de/10009772196
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Stock return predictability and dividend-price ratio : a nonlinear approach
McMillan, David G.; Wohar, Mark E. - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 351-365
Persistent link: https://www.econbiz.de/10008811291
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Forecasting sector stock market returns
McMillan, David G. - In: The journal of asset management : a major new, … 22 (2021) 4, pp. 291-300
Persistent link: https://www.econbiz.de/10012581629
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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
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Short-sale constraints and efficiency of the spot-futures dynamics
McMillan, David G.; Philip, Dennis - In: International review of financial analysis 24 (2012), pp. 129-136
Persistent link: https://www.econbiz.de/10009688155
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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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Bubbles in the dividend-price ratio? : evidence from an asymmetric exponential smooth-transition model
McMillan, David G. - In: Journal of banking & finance 31 (2007) 3, pp. 787-804
Persistent link: https://www.econbiz.de/10003429782