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McMillan, David G.


 SSRN Author Rank: 6,991 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
3,645
Total
Citations
18
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
1,182
(8,467)
3

2.  
Non-Linear Predictability in Stock and Bond Returns: When and Where is it Exploitable? | Show Abstract | Download |
Federal Reserve Bank of St. Louis Working Paper No. 2008-010A
Working Paper Series
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
459
(33,605)
6

3.  
Are International Value Premiums Driven by the Same Set of Fundamentals? | Show Abstract | Download |
Univ. of Aberdeen Acct. & Fin. Working Paper No. 02-04
Working Paper Series
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
332
(49,923)
1

4.  
The Long Run Value Premium and Economic Activity | Show Abstract | Download |
Univ. of Aberdeen Acct. & Fin. Working Paper No. 02-05
Working Paper Series
Black, Angela J.
University of Aberdeen - Business School
McMillan, David G.
University of Stirling
Posted:
01 Apr 02
218
(79,609)
 

5.  
McMillan, David G.
University of Stirling
Posted:
14 Jun 09
199
(87,366)
 

6.  
McMillan, David G.
University of Stirling
Posted:
30 Apr 08
152
(112,120)
 

7.  
Evans, Twm
University of Wales, Swansea
McMillan, David G.
University of Stirling
Posted:
15 Aug 06
146
(116,021)
 

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
63
(127,155)
1

9.  
McMillan, David G.
University of Stirling
Posted:
05 Oct 12
121
(135,369)
 

10.  
Is Responsible Investment under Proportionally Researched? | Show Abstract | Download |
Forthcoming in Handbook of Responsible Investment
Accepted Paper Series
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:
13 Oct 13
106
(149,354)
1

11.  
Evans, Pornsawan
University of Wales System - College of Business, Economic and Law
McMillan, David G.
University of Stirling
Posted:
08 Apr 13
103
(153,423)
 

12.  
McMillan, David G.
University of Stirling
Posted:
14 May 09
97
(158,846)
 

13.  
McMillan, David G.
University of Stirling
Posted:
22 Aug 11
95
(161,058)
 

14.  
McMillan, David G.
University of Stirling
Posted:
22 Oct 10
90
(167,088)
 

15.  
McMillan, David G.
University of Stirling
Wohar, Mark E.
University of Nebraska at Omaha
Posted:
31 Jan 12
69
(196,079)
 

16.  
Short-Sale Constraints and Efficiency of the Spot-Futures Dynamics | Show Abstract | Download |
International Review of Financial Analysis, Vol. 24, 2012
Accepted Paper Series
Philip, Dennis
Durham University Business School
McMillan, David G.
University of Stirling
Posted:
01 Nov 11
Last Revised:
30 Sep 13
62
(207,508)
 

17.  
McMillan, David G.
University of Stirling
Mpofu, Bekithemba
College of Estate Management
Posted:
02 Oct 09
50
(230,037)
 

18.  
Non-linear Predictability of Value and Growth Stocks and Economic Activity | Show Abstract | Download |
Journal of Business Finance & Accounting, Vol. 31, No. 3-4, pp. 439-474, April 2004
Accepted Paper Series
Black, Angela J.
University of Aberdeen - Business School
McMillan, David G.
University of Stirling
Posted:
04 Jul 04
21
(311,108)
2

19.  
Value-at-Risk in Emerging Equity Markets: Comparative Evidence for Symmetric, Asymmetric, and Long-Memory GARCH Models | Show Abstract | Download |
International Review of Finance, Vol. 7, Issue 1-2, pp. 1-19, March/June 2007
Accepted Paper Series
McMillan, David G.
University of Stirling
Speight, Alan E.H.
University of Wales, Swansea
Posted:
18 Jan 08
18
(323,447)
 

20.  
Scislaw, Kenneth E.
Drexel University Lebow College of Business
McMillan, David G.
University of Stirling
Posted:
14 Feb 14
15
(335,681)
 

21.  
Non-Linear Error Correction: Evidence for UK Interest Rates | Show Abstract | Download |
Manchester School, Vol. 72, No. 5, pp. 626-640, September 2004
Accepted Paper Series
McMillan, David G.
University of Stirling
Posted:
21 Aug 04
15
(335,681)
3

22.  
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 Saint Andrews
Posted:
18 Jul 14
14
(348,276)
 

23.  
McMillan, David G.
University of Stirling
Posted:
18 Jul 14
12
(348,276)
 

24.  
Present Value Model, Bubbles and Returns Predictability: Sector-Level Evidence | Show Abstract | Download |
Journal of Business Finance & Accounting, Vol. 37, Issue 5-6, pp. 668-686, June/July 2010
Accepted Paper Series
McMillan, David G.
University of Stirling
Posted:
13 Jul 10
2
(390,424)
 

25.  
Are UK Share Prices Too High? Fundamental Value or New Era | Show Abstract | Download |
Bulletin of Economic Research, Vol. 61, Issue 1, pp. 1-20, January 2009
Accepted Paper Series
McMillan, David G.
University of Stirling
Posted:
17 Jan 09
2
(390,424)
1

26.  
McMillan, David G.
University of Stirling
Wohar, Mark E.
University of Nebraska at Omaha
Posted:
17 Apr 13
1
(399,146)
 

27.  
Profit Persistence Revisited: The Case of the UK | Show Abstract | Download |
The Manchester School, Vol. 79, Issue 3, pp. 510-527, 2011
Accepted Paper Series
McMillan, David G.
University of Stirling
Wohar, Mark E.
University of Nebraska at Omaha
Posted:
21 Apr 11
1
(399,146)
 

28.  
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out‐Of‐Sample Evidence | Show Abstract | Download |
Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 4, pp. 510-535, 2014
Accepted Paper Series
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
(408,885)
 

29.  
The Credit Crunch and Insider Trading | Show Abstract | Download |
Financial Markets, Institutions & Instruments, Vol. 23, Issue 2, pp. 71-100, 2014
Accepted Paper Series
Tavakoli, Manouchehr
University of Saint Andrews
McMillan, David G.
University of Stirling
McKnight, Phillip J.
University of Saint Andrews - School of Management
Posted:
08 Apr 14
0
(408,885)
 

30.  
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
Accepted Paper Series
McMillan, David G.
University of Stirling
Ruiz, Isabel
University of Oxford - Harris Manchester College
Posted:
04 Oct 09
 

31.  
McMillan, David G.
University of Stirling
Ruiz, Isabel
University of Oxford - Harris Manchester College
Posted:
23 May 08
 


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