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McMillan, David G.


 SSRN Author Rank: 6,731 by Downloads
 Professor of Finance
 

University of Stirling


 Stirling, Scotland FK9 4LA
 United Kingdom
 email address

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. McMillan, David G.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,207
Total
Citations
16
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Hoepner, Andreas G. F.
University of Reading - ICMA Centre
McMillan, David G.
University of Stirling
Posted:
14 Aug 09
Last Revised:
19 Aug 09
1,309
(8,265)
3

2.  
Non-Linear Predictability in Stock and Bond Returns: When and Where is it Exploitable? | Show Abstract | Download This Paper | Open PDF in Browser |
Federal Reserve Bank of St. Louis Working Paper No. 2008-010A
Number of Pages in PDF File: 74
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
Posted:
30 Apr 08
Last Revised:
15 Jan 09
486
(35,477)
5

3.  
Are International Value Premiums Driven by the Same Set of Fundamentals? | Show Abstract | Download This Paper | Open PDF in Browser |
Univ. of Aberdeen Acct. & Fin. Working Paper No. 02-04
Number of Pages in PDF File: 22
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
Posted:
18 Mar 02
335
(56,213)
1

4.  
The Long Run Value Premium and Economic Activity | Show Abstract | Download This Paper | Open PDF in Browser |
Univ. of Aberdeen Acct. & Fin. Working Paper No. 02-05
Number of Pages in PDF File: 22
Black, Angela J.
University of Aberdeen - Business School
McMillan, David G.
University of Stirling
Posted:
01 Apr 02
226
(86,601)
 

5.  
McMillan, David G.
University of Stirling
Posted:
14 Jun 09
207
(94,611)
 

6.  
McMillan, David G.
University of Stirling
Posted:
30 Apr 08
153
(125,027)
 

7.  
Evans, Twm
University of Wales, Swansea
McMillan, David G.
University of Stirling
Posted:
15 Aug 06
151
(126,459)
 

8.   Incl. Electronic Paper
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
Posted:
25 Oct 10
70
(127,849)
1

9.   Incl. Electronic Paper
McMillan, David G.
University of Stirling
Posted:
05 Oct 12
Last Revised:
29 Oct 14
143
(132,361)
 

10.  
Evans, Pornsawan
Swansea University - College of Business, Economic and Law
McMillan, David G.
University of Stirling
Posted:
08 Apr 13
122
(150,456)
 

11.  
McMillan, David G.
University of Stirling
Posted:
22 Aug 11
122
(150,456)
 

12.  
Black, Angela J.
University of Aberdeen - Business School
Klinkowska, Olga
University of Aberdeen - Business School
McMillan, David G.
University of Stirling
McMillan, Fiona Jayne
University of St. Andrews
Posted:
18 Jul 14
117
(155,316)
 

13.  
McMillan, David G.
University of Stirling
Posted:
22 Oct 10
101
(172,755)
 

14.  
McMillan, David G.
University of Stirling
Posted:
14 May 09
100
(173,951)
 

15.  
McMillan, David G.
University of Stirling
Posted:
10 Sep 14
Last Revised:
05 Jun 15
90
(186,597)
 

16.  
McMillan, David G.
University of Stirling
Wohar, Mark E.
University of Nebraska at Omaha
Posted:
31 Jan 12
77
(205,473)
 

17.  
Scislaw, Kenneth E.
Drexel University Lebow College of Business
McMillan, David G.
University of Stirling
Posted:
14 Feb 14
71
(215,508)
 

18.  
Short-Sale Constraints and Efficiency of the Spot-Futures Dynamics | Show Abstract | Download This Paper | Open PDF in Browser |
International Review of Financial Analysis, Vol. 24, 2012
Number of Pages in PDF File: 33
Philip, Dennis
Durham University Business School
McMillan, David G.
University of Stirling
Posted:
01 Nov 11
Last Revised:
30 Sep 13
71
(215,508)
 

19.  
McMillan, David G.
University of Stirling
Posted:
18 Jul 14
69
(218,882)
 

20.  
McMillan, David G.
University of Stirling
Mpofu, Bekithemba
College of Estate Management
Posted:
02 Oct 09
51
(254,537)
 

21.  
McMillan, David G.
University of Stirling
Posted:
10 Sep 14
44
(271,137)
 

22.  
McMillan, David G.
University of Stirling
Posted:
06 Jun 15
32
(304,775)
 

23.  
Non-linear Predictability of Value and Growth Stocks and Economic Activity | Show Abstract | Add to Cart |
Journal of Business Finance & Accounting, Vol. 31, No. 3-4, pp. 439-474, April 2004
Number of Pages in PDF File: 36
Black, Angela J.
University of Aberdeen - Business School
McMillan, David G.
University of Stirling
Posted:
04 Jul 04
21
(347,284)
2

24.  
Value-at-Risk in Emerging Equity Markets: Comparative Evidence for Symmetric, Asymmetric, and Long-Memory GARCH Models | Show Abstract | Add to Cart |
International Review of Finance, Vol. 7, Issue 1-2, pp. 1-19, March/June 2007
Number of Pages in PDF File: 19
McMillan, David G.
University of Stirling
Speight, Alan E.H.
University of Wales, Swansea
Posted:
18 Jan 08
18
(360,526)
 

25.  
Non-Linear Error Correction: Evidence for UK Interest Rates | Show Abstract | Add to Cart |
Manchester School, Vol. 72, No. 5, pp. 626-640, September 2004
Number of Pages in PDF File: 15
McMillan, David G.
University of Stirling
Posted:
21 Aug 04
15
(373,929)
3

26.  
Present Value Model, Bubbles and Returns Predictability: Sector-Level Evidence | Show Abstract | Add to Cart |
Journal of Business Finance & Accounting, Vol. 37, Issue 5-6, pp. 668-686, June/July 2010
Number of Pages in PDF File: 19
McMillan, David G.
University of Stirling
Posted:
13 Jul 10
2
(433,074)
 

27.  
Are UK Share Prices Too High? Fundamental Value or New Era | Show Abstract | Add to Cart |
Bulletin of Economic Research, Vol. 61, Issue 1, pp. 1-20, January 2009
Number of Pages in PDF File: 20
McMillan, David G.
University of Stirling
Posted:
17 Jan 09
2
(433,074)
1

28.  
A Panel Analysis of the Stock Return–Dividend Yield Relation: Predicting Returns and Dividend Growth | Show Abstract | Add to Cart |
The Manchester School, Vol. 81, Issue 3, pp. 386-400, 2013
Number of Pages in PDF File: 15
McMillan, David G.
University of Stirling
Wohar, Mark E.
University of Nebraska at Omaha
Posted:
17 Apr 13
1
(442,067)
 

29.  
Profit Persistence Revisited: The Case of the UK | Show Abstract | Add to Cart |
The Manchester School, Vol. 79, Issue 3, pp. 510-527, 2011
Number of Pages in PDF File: 18
McMillan, David G.
University of Stirling
Wohar, Mark E.
University of Nebraska at Omaha
Posted:
21 Apr 11
1
(442,067)
 

30.  
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out‐Of‐Sample Evidence | Show Abstract | Add to Cart |
Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 4, pp. 510-535, 2014
Number of Pages in PDF File: 26
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
Posted:
03 Jul 14
0
(452,336)
 

31.  
The Credit Crunch and Insider Trading | Show Abstract | Add to Cart |
Financial Markets, Institutions & Instruments, Vol. 23, Issue 2, pp. 71-100, 2014
Number of Pages in PDF File: 30
Tavakoli, Manouchehr
University of St. Andrews
McMillan, David G.
University of Stirling
McKnight, Phillip J.
University of St. Andrews - School of Management
Posted:
08 Apr 14
0
(452,336)
 

32.  
Volatility Dynamics in Three Euro Exchange Rates: Correlations, Spillovers and Commonality | Show Abstract |
International Journal of Financial Markets and Derivatives, Vol. 1, No. 1, 2009
McMillan, David G.
University of Stirling
Ruiz, Isabel
University of Oxford - Harris Manchester College
Posted:
04 Oct 09
 

33.  
A Generic Benchmarking Approach for Research Area Output: Is Responsible Investment a Researcher’s Stepchild? | Show Abstract |
Forthcoming in The Routledge Handbook of Responsible Investment (this version includes paper and online appendix)
Hoepner, Andreas G. F.
University of Reading - ICMA Centre
McMillan, David G.
University of Stirling
Fraser, Michael
New Zealand Institute of Chartered Accountants
Posted:
26 May 09
Last Revised:
30 Nov 14
 

34.  
McMillan, David G.
University of Stirling
Ruiz, Isabel
University of Oxford - Harris Manchester College
Posted:
23 May 08
 


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