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Do financial markets predict macroeconomic performance? US evidence from risk‐based measures

The Manchester school, 2023-09, Vol.91 (5), p.439-466

McMillan, David G.

2023

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When and why do stock and bond markets predict US economic growth?

The Quarterly review of economics and finance, 2021-05, Vol.80, p.331-343

McMillan, David G.

2021

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Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets

Empirical economics, 2023-04, Vol.64 (4), p.1517-1537

2023

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Predicting GDP growth with stock and bond markets: Do they contain different information?

International journal of finance and economics, 2021-07, Vol.26 (3), p.3651-3675

McMillan, David G.

2021

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The role of oil as a determinant of stock market interdependence: The case of the USA and GCC

Energy economics, 2021-03, Vol.95, p.105102, Article 105102

2021

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In silico characterisation of stand-alone response regulators of Streptococcus pyogenes

PloS one, 2020-10, Vol.15 (10), p.e0240834-e0240834

2020

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Forecasting realised volatility: Does the LASSO approach outperform HAR?

Journal of international financial markets, institutions & money, 2021-09, Vol.74, p.101386, Article 101386

2021

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The streptococcal M protein: a highly versatile molecule

Trends in microbiology (Regular ed.), 2010-06, Vol.18 (6), p.275-282

2010

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Forecasting U.S. stock returns

The European journal of finance, 2021, Vol.27 (1-2), p.86-109

McMillan, David G.

2021

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Sense of community, a theory not a value: a response to Nowell and Boyd

Journal of community psychology, 2011-07, Vol.39 (5), p.507-519

McMillan, David W.

2011

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Classifying Intensity Domains From Arm Cycle Ergometry Differs Versus Leg Cycling Ergometry

Journal of strength and conditioning research, 2023-11, Vol.37 (11), p.2192-2199

2023

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Validation of A brief sense of community scale: Confirmation of the principal theory of sense of community

Journal of community psychology, 2008-01, Vol.36 (1), p.61-73

2008

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Cross-asset relations, correlations and economic implications

Global finance journal, 2019-08, Vol.41, p.60-78

McMillan, David G.

2019

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Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations

Resources policy, 2022-03, Vol.75, p.102461, Article 102461

2022

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Expected profitability, the 52-week high and the idiosyncratic volatility puzzle

The European journal of finance, 2023-09, Vol.29 (14), p.1621-1648

2023

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Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets

Journal of economics and finance, 2023-09, Vol.47 (3), p.723-762

2023

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Dressings and securements for the prevention of peripheral intravenous catheter failure in adults (SAVE): a pragmatic, randomised controlled, superiority trial

The Lancet (British edition), 2018-08, Vol.392 (10145), p.419-430

2018

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The time-varying relation between stock returns and monetary variables

Journal of risk and financial management, 2022-01, Vol.15 (1), p.1-17

McMillan, David G

2022

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How Does the Accessibility of Floating Wind Farm Sites Compare to Existing Fixed Bottom Sites?

Energies (Basel), 2022-11, Vol.15 (23), p.8946

2022

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Predicting firm level stock returns: Implications for asset pricing and economic links

The British accounting review, 2019-06, Vol.51 (4), p.333-351

McMillan, David G.

2019

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Structural insights into the disruption of TNF-TNFR1 signalling by small molecules stabilising a distorted TNF

Nature communications, 2021-01, Vol.12 (1), p.582-582, Article 582

2021

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Small molecules that inhibit TNF signalling by stabilising an asymmetric form of the trimer

Nature communications, 2019-12, Vol.10 (1), p.5795-12, Article 5795

2019

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Energy expenditure and nutrient intake after spinal cord injury: a comprehensive review and practical recommendations

British journal of nutrition, 2022-09, Vol.128 (5), p.863-887

2022

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Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility

The journal of futures markets, 2021-10, Vol.41 (10), p.1618-1639

2021

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Interrelation and spillover effects between stocks and bonds: cross-market and cross-asset evidence

Studies in economics and finance (Charlotte, N.C.), 2020-09, Vol.37 (3), p.561-582

McMillan, David G

2020

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Do financial markets predict macroeconomic performance? US evidence from risk‐based measures

When and why do stock and bond markets predict US economic growth?

Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets

Predicting GDP growth with stock and bond markets: Do they contain different information?

The role of oil as a determinant of stock market interdependence: The case of the USA and GCC

In silico characterisation of stand-alone response regulators of Streptococcus pyogenes

Forecasting realised volatility: Does the LASSO approach outperform HAR?

The streptococcal M protein: a highly versatile molecule

Forecasting U.S. stock returns

Sense of community, a theory not a value: a response to Nowell and Boyd

Classifying Intensity Domains From Arm Cycle Ergometry Differs Versus Leg Cycling Ergometry

Validation of A brief sense of community scale: Confirmation of the principal theory of sense of community

Cross-asset relations, correlations and economic implications

Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations

Expected profitability, the 52-week high and the idiosyncratic volatility puzzle

Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets

Dressings and securements for the prevention of peripheral intravenous catheter failure in adults (SAVE): a pragmatic, randomised controlled, superiority trial

The time-varying relation between stock returns and monetary variables

How Does the Accessibility of Floating Wind Farm Sites Compare to Existing Fixed Bottom Sites?

Predicting firm level stock returns: Implications for asset pricing and economic links

Structural insights into the disruption of TNF-TNFR1 signalling by small molecules stabilising a distorted TNF

Small molecules that inhibit TNF signalling by stabilising an asymmetric form of the trimer

Energy expenditure and nutrient intake after spinal cord injury: a comprehensive review and practical recommendations

Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility

Interrelation and spillover effects between stocks and bonds: cross-market and cross-asset evidence

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