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Stock return predictability : using the cyclical component of the price ratio
McMillan, David G., (2019)
Four centuries of return predictability
Golez, Benjamin, (2017)
Golez, Benjamin, (2018)
Persistence and time-varying coefficients
McMillan, David G., (2010)
Sum of the parts stock return forecasting : international evidence
McMillan, David G., (2011)
Structural breaks in volatility : the case of UK sector returns