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McMillan, David G.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,081 |
Total
Citations
19 |
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1.
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Hoepner, Andreas G. F.
University of Saint Andrews - School of Management McMillan, David G.
University of Stirling
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14 Aug 09
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Last Revised:
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19 Aug 09
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1,033
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citation analysis, diversification, ethical investment, literature review, socially responsible investment, research methods, research synthesis
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2.
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Guidolin, Massimo
Bocconi University - Department of Finance Hyde, Stuart
University of Manchester - Manchester Business School McMillan, David G.
University of Stirling Ono, Sadayuki
Hiroshima University
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30 Apr 08
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Last Revised:
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15 Jan 09
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400
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6
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Non-linearities, regime switching, threshold predictive regressions, forecasting, predictability in financial returns
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3.
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Black, Angela J.
University of Aberdeen - Business School Fraser, Patricia
Curtin University of Technology - Curtin Business School - Bentley Campus McMillan, David G.
University of Stirling
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328
(43,399)
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1
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Long-Run Value Premium, Cointegration, Interest Rates, Variance Decomposition
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4.
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Black, Angela J.
University of Aberdeen - Business School McMillan, David G.
University of Stirling
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203
(73,685)
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Long-Run Value Premium, Cointegration, Interest Rates, Variance Decomposition
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5.
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McMillan, David G.
University of Stirling
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183
(81,523)
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stock market returns, STAR, switching models, forecasting
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6.
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Evans, Twm
University of Wales, Swansea McMillan, David G.
University of Stirling
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143
(102,098)
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Asymmetry, Consecutive returns, Holding period
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7.
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McMillan, David G.
University of Stirling
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141
(103,300)
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Dividend Yield, Returns Predictability, Forecasting, Time-Varying ESTR Model
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8.
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Does the Macroeconomy Predict U.K. Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence
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Show Abstracts |
Hide Abstracts |
Versions (1)
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Guidolin, Massimo
Bocconi University - Department of Finance Hyde, Stuart
University of Manchester - Manchester Business School McMillan, David G.
University of Stirling Ono, Sadayuki
Hiroshima University
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59
(131,563)
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2
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Guidolin, Massimo
Bocconi University - Department of Finance Hyde, Stuart
University of Manchester - Manchester Business School McMillan, David G.
University of Stirling Ono, Sadayuki
Hiroshima University
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59
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regime switching, threshold, smooth transition, predictive regressions, forecasting
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9.
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McMillan, David G.
University of Stirling
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91
(144,068)
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Dividend Yield, Returns Predictability, Forecasting, Backward Recursion
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10.
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McMillan, David G.
University of Stirling
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83
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Stock Returns, Predictability, Time-Variation, Dividend Growth, Panel
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11.
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McMillan, David G.
University of Stirling
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78
(158,757)
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Stock Prices, Fundamentals, Bubbles, GDP, Cointegration
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12.
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McMillan, David G.
University of Stirling
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62
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House Prices, Stock Prices, ESTR Model, Credit Effect
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13.
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Philip, Dennis
Durham University Business School McMillan, David G.
University of Stirling
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| Posted: |
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01 Nov 11
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Last Revised:
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19 Feb 12
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50
(200,418)
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Short-sale constraints, Short-selling, Arbitrage, Mispricing
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14.
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McMillan, David G.
University of Stirling Wohar, Mark E.
University of Nebraska at Omaha
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49
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Temperature, CO2, Stationarity, VAR
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15.
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Scislaw, Kenneth E.
Drexel University Lebow College of Business McMillan, David G.
University of Stirling
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46
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value premium, value stocks, growth stocks, mutual fund returns
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16.
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McMillan, David G.
University of Stirling Mpofu, Bekithemba
College of Estate Management
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Inflation, Unofficial inflation, hidden inflation, inflation weights, poverty
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17.
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Evans, Pornsawan
Swansea University - College of Business, Economic and Law McMillan, David G.
University of Stirling
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28
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18.
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Black, Angela J.
University of Aberdeen - Business School McMillan, David G.
University of Stirling
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21
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2
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19.
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McMillan, David G.
University of Stirling Speight, Alan E.H.
University of Wales, Swansea
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18
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20.
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McMillan, David G.
University of Stirling
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15
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3
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21.
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McMillan, David G.
University of Stirling
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2
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1
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22.
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McMillan, David G.
University of Stirling
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2
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1
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23.
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McMillan, David G.
University of Stirling Wohar, Mark E.
University of Nebraska at Omaha
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1
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24.
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McMillan, David G.
University of Stirling Wohar, Mark E.
University of Nebraska at Omaha
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0
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25.
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McMillan, David G.
University of Stirling Ruiz, Isabel
Harris Manchester College, University of Oxford
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exchange rates, common volatility, co-movement, correlation, multivariate GARCH
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26.
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Hoepner, Andreas G. F.
University of Saint Andrews - School of Management McMillan, David G.
University of Stirling Fraser, Michael
affiliation not provided to SSRN
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| Posted: |
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26 May 09
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Last Revised:
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23 May 11
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bibliometrics, citation analysis, ethical investing, research policy, scientometrics
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27.
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McMillan, David G.
University of Stirling Ruiz, Isabel
Harris Manchester College, University of Oxford
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Volatility, Long Memory, Structural Breaks, Time-Varying Unconditional Variance
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