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Non-linear predictability of UK stock market returns
McMillan, David G. - In: Oxford bulletin of economics and statistics 65 (2003) 5, pp. 557-573
Persistent link: https://www.econbiz.de/10001839532
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Nonlinear predictability of short-run deviations in UK stock market return
McMillan, David G. - In: Economics letters 84 (2004) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10002116187
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Is non-linearity a permanent feature? : Evidence from recursive and rolling estimation
McMillan, David G. - In: Applied financial economics letters 1 (2005) 4, pp. 229-232
Persistent link: https://www.econbiz.de/10003016827
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Time variation in the cointegrating relationship between stock prices and economic activity
McMillan, David G. - In: International review of applied economics 19 (2005) 3, pp. 359-368
Persistent link: https://www.econbiz.de/10002894355
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Non-linear cointegration and adjustment : an asymmetric exponential smooth-transition model for US interest rates
McMillan, David G. - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 591-606
Persistent link: https://www.econbiz.de/10003776781
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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
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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
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Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G.; Speight, Alan E. H. - In: The journal of futures markets 26 (2006) 4, pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
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Structural breaks in financial ratios : evidence for nine international markets
McMillan, David G. - In: Applied financial economics letters 3 (2007) 4/6, pp. 381-384
Persistent link: https://www.econbiz.de/10003605339
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Non-linear forecasting of stock returns : does volume help?
McMillan, David G. - In: International journal of forecasting 23 (2007) 1, pp. 115-126
Persistent link: https://www.econbiz.de/10003438396