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Disambiguation of "McMillan, David G."

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Bubbles in the dividend-price ratio?: Evidence from an asymmetric exponential smooth-transition model

. Journal of Banking & Finance, 31 (3): 787--804 (March 2007)

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David McMillan

David G Wigg

David G Long

David J G Dwertmann

Giuseppe G G Manzardo

 

Other publications of authors with the same name

Nonlinear predictability of short-run deviations in UK stock market returns. Economics Letters, 84 (2): 149--154 (August 2004)Bubbles in the dividend-price ratio?: Evidence from an asymmetric exponential smooth-transition model. Journal of Banking & Finance, 31 (3): 787--804 (March 2007)Non-linear dynamics in international stock market returns. Review of Financial Economics, 14 (1): 81--91 (2005)Non-linear forecasting of stock returns: Does volume help?. International Journal of Forecasting, 23 (1): 115--126 (00 2007)Volatility spillovers in East European black-market exchange rates, and . Journal of International Money and Finance, 20 (3): 367--378 (June 2001)Asymmetric risk premium in value and growth stocks, and . International Review of Financial Analysis, 15 (3): 237--246 (2006)Long-memory in high-frequency exchange rate volatility under temporal aggregation, and . Quantitative Finance, 8 (3): 251--261 (2008)The price-dividend ratio and limits to arbitrage: Evidence from a time-varying ESTR model. Economics Letters, 91 (3): 408--412 (June 2006)