Narrow search
Showing 1 - 10 of 16
Cover Image
Consumption and stock prices : evidence from a small international panel
McMillan, David G. - In: Journal of macroeconomics 36 (2013), pp. 76-88
Persistent link: https://www.econbiz.de/10009751139
Cover Image
The price-dividend ratio and limits to arbitrage : evidence from a time-varying ESTR model
McMillan, David G. - In: Economics letters 91 (2006) 3, pp. 408-412
Persistent link: https://www.econbiz.de/10003333694
Cover Image
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
Cover Image
Stock return, dividend growth and consumption growth predictability across markets and time :implications for stock price movement
McMillan, David G. - In: International review of financial analysis 35 (2014), pp. 90-101
Persistent link: https://www.econbiz.de/10010529621
Cover Image
Revisiting dividend yield dynamics and returns predictability : evidence from a time-varying ESTR model
McMillan, David G. - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 870-883
Persistent link: https://www.econbiz.de/10003873643
Cover Image
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
Cover Image
Time-varying predictability for stock returns, dividend growth and consumption growth
McMillan, David G. - In: International journal of finance & economics : IJFE 20 (2015) 4, pp. 362-373
Persistent link: https://www.econbiz.de/10015180029
Cover Image
A panel analysis of the stock return-dividend yield relation : predicting returns and dividend growth
McMillan, David G.; Wohar, Mark E. - In: The Manchester School 81 (2013) 3, pp. 386-400
Persistent link: https://www.econbiz.de/10009755542
Cover Image
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
Cover Image
Modelling time-variation in the stock return-dividend yield predictive equation
McMillan, David G. - In: Financial markets, institutions & instruments 23 (2014) 5, pp. 273-302
Persistent link: https://www.econbiz.de/10010516099