David McMillan
University of Stirling
H-index: 35
Europe-United Kingdom
Top articles of David McMillan
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Lottery stocks in the UK: evidence, characteristics and cause | International Journal of Banking, Accounting and Finance | David McMillan Dimos Kambouroudis Maher Khasawneh | 2022/10/13 |
Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties | International Review of Financial Analysis | Maher Khasawneh David G McMillan Dimos Kambouroudis | 2024/4/21 |
Is the Stock-Bond Relation Positive Again? | Available at SSRN 4792040 | David G McMillan | 2024/4/11 |
The FED Model: Is it Still With Us? | Available at SSRN 4362244 | David G McMillan | 2023/2/17 |
Relative informative power and stock return predictability: a new perspective from Egypt | Journal of Financial Reporting and Accounting | Enas Hendawy David G McMillan Zaki M Sakr Tamer Mohamed Shahwan | 2023/8/18 |
Capital structure and political connections: evidence from GCC banks and the financial crisis | International Journal of Emerging Markets | Fatma Ahmed David G McMillan | 2023/11/14 |
Forecasting Realised Volatility Using Regime-Switching Models | Available at SSRN 4415386 | Yi Ding Dimos S Kambouroudis David G McMillan | 2023 |
Using interest rates to predict economic growth: Are corporate bonds better? | International Journal of Finance & Economics | David G McMillan | 2023/7/17 |
Stock Return Predictability: Evidence from Price-Dividend Components | Available at SSRN 4607183 | David G McMillan | 2023/10/19 |
Forward Premium Anomaly Resolved | Available at SSRN 4203434 | Nilanjana Chakraborty Mohammed Elgammal David G McMillan | 2023 |
Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets | Finance Research Letters | Burak Korkusuz Dimos Kambouroudis David G McMillan | 2023/7/1 |
Oil price shocks and stock–bond correlation | The North American Journal of Economics and Finance | Salem Adel Ziadat Abdel Razzaq A Al Rababa'a Mobeen Rehman David G McMillan | 2023/9/1 |
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle | The European Journal of Finance | Maher Khasawneh David G McMillan Dimos Kambouroudis | 2023/9/22 |
The Predictive Power of the Oil Variance Risk Premium | Available at SSRN 4388909 | David G McMillan Salem Adel Ziadat | 2023 |
Expectations Hypothesis Revisited | Available at SSRN 4412266 | Nilanjana Chakraborty Mohammed Elgammal David G McMillan | 2023/4/7 |
Do financial markets predict macroeconomic performance? US evidence from risk‐based measures | The Manchester School | David G McMillan | 2023/9 |
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets | Empirical Economics | Burak Korkusuz David G McMillan Dimos Kambouroudis | 2023/4 |
Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets | Journal of Economics and Finance | Mehmet Sahiner David G McMillan Dimos Kambouroudis | 2023/9 |
Oil-stock nexus: The role of oil shocks for GCC markets | Studies in Economics and Finance | Salem Adel Ziadat David G McMillan | 2022/9/26 |
Relevance of Risk Factors | Available at SSRN 4452952 | Nilanjana Chakraborty Mohammed Elgammal David G McMillan | 2022/6/24 |
