1. Forecasting U.S. stock returns. Issue 1 (22nd January 2021) Authors: McMillan, David G. Journal: European journal of finance Issue: Volume 27:Issue 1/2(2021) Page Start: 86 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Interrelation and spillover effects between stocks and bonds: cross-market and cross-asset evidence. Issue 3 (17th June 2020) Authors: McMillan, David G. Journal: Studies in economics and finance Issue: Volume 37:Issue 3(2020) Page Start: 561 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Interrelation and spillover effects between stocks and bonds: cross-market and cross-asset evidence. Issue 3 (19th June 2020) Authors: McMillan, David G. Journal: Studies in economics and finance Issue: Volume 37:Issue 3(2020) Page Start: 561 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Long memory and data frequency in financial markets. Issue 10 (3rd July 2019) Authors: Caporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex Journal: Journal of statistical computation and simulation Issue: Volume 89:Issue 10(2019) Page Start: 1763 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations. (March 2022) Authors: Ziadat, Salem Adel; McMillan, David G.; Herbst, Patrick Journal: Resources policy Issue: Volume 75(2022) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Stock return predictability: the role of inflation and threshold dynamics. Issue 3 (4th May 2017) Authors: McMillan, David G. Journal: International review of applied economics Issue: Volume 31:Issue 3(2017) Page Start: 357 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Stock returns, illiquidity and feedback trading. Issue 2 (23rd March 2020) Authors: Chen, Jing; McMillan, David G. Journal: Review of accounting and finance Issue: Volume 19:Issue 2(2020) Page Start: 135 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. The information content of US stock market factors. Issue 2 (19th June 2020) Authors: Elgammal, Mohammed M.; Ahmed, Fatma Ehab; McMillan, David G. Journal: Studies in economics and finance Issue: Volume 37:Issue 2(2020) Page Start: 323 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. The predictive ability of stock market factors. Issue 1 (21st October 2021) Authors: Elgammal, Mohammed Mohammed; Ahmed, Fatma Ehab; McMillan, David Gordon Journal: Studies in economics and finance Issue: Volume 39:Issue 1(2022) Page Start: 111 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗