Similar Search Results

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

Predicting stock returns : implications for asset pricing

McMillan, David G. - 2018 - 1st edition 2018

Persistent link: https://www.econbiz.de/10011734235

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

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

Explaining the stock-stock, bond-bond and stock-bond correlation across countries

McMillan, David G. - In: International journal of monetary economics and finance … 13 (2020) 5, pp. 429-445

Persistent link: https://www.econbiz.de/10012515166

When and why do stock and bond markets predict US economic growth?

McMillan, David G. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 331-343

Persistent link: https://www.econbiz.de/10012655482

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

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

Forecasting realized volatility : The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility

Kambouroudis, Dimos S.; McMillan, David G.; Tsakou, Katerina - In: Journal of Futures Markets 41 (2021) 10, pp. 1618-1639

Persistent link: https://www.econbiz.de/10012632620

Capital structure and political connections : evidence from GCC banks and the financial crisis

Ahmed, Fatma; McMillan, David G. - In: International Journal of Emerging Markets (2021)

Purpose: This paper investigates the effect of political connections on the capital structure of banks before and after the financial crisis in Gulf Cooperation Council (GCC) countries. Design/methodology/approach: This paper...

Persistent link: https://www.econbiz.de/10012639030