| Forecasting UK stock market volatility D MCMillan, A Speight, O Apgwilym Applied Financial Economics 10 (4), 435-448, 2000 | 206 | 2000 |
| Nonlinear predictability of stock market returns: Evidence from nonparametric and threshold models DG McMillan International Review of Economics & Finance 10 (4), 353-368, 2001 | 151 | 2001 |
| Non‐linear predictability of UK stock market returns DG McMillan Oxford Bulletin of Economics and Statistics 65 (5), 557-573, 2003 | 149 | 2003 |
| Return and volatility spillovers in three euro exchange rates DG McMillan, AEH Speight Journal of Economics and Business 62 (2), 79-93, 2010 | 135 | 2010 |
| Pecking order and market timing theory in emerging markets: The case of Egyptian firms A Allini, S Rakha, DG McMillan, A Caldarelli Research in international business and finance 44, 297-308, 2018 | 108 | 2018 |
| Forecasting stock return volatility: A comparison of GARCH, implied volatility, and realized volatility models DS Kambouroudis, DG McMillan, K Tsakou Journal of Futures Markets 36 (12), 1127-1163, 2016 | 108 | 2016 |
| Non-linear predictability in stock and bond returns: When and where is it exploitable? M Guidolin, S Hyde, D McMillan, S Ono International Journal of Forecasting 25 (2), 373-399, 2009 | 100 | 2009 |
| Research on'responsible investment': An influential literature analysis comprising a rating, characterisation, categorisation and investigation AGF Hoepner, DG McMillan Characterisation, Categorisation and Investigation (August 14, 2009), 2009 | 99 | 2009 |
| Do firm sizes and profit rates converge? Evidence on Gibrat's Law and the persistence of profits in the long run J Goddard, D McMillan, JOS Wilson Applied economics 38 (3), 267-278, 2006 | 90 | 2006 |
| Non-linear forecasting of stock returns: Does volume help? DG McMillan International Journal of forecasting 23 (1), 115-126, 2007 | 81 | 2007 |
| Daily volatility forecasts: Reassessing the performance of GARCH models DG McMillan, AEH Speight Journal of Forecasting 23 (6), 449-460, 2004 | 80 | 2004 |
| Long run trends and volatility spillovers in daily exchange rates AJ Black*, DG McMillan Applied Financial Economics 14 (12), 895-907, 2004 | 80 | 2004 |
| Dynamic capital structure adjustment: US MNCs & DCs DG McMillan, O Camara Journal of Multinational Financial Management 22 (5), 278-301, 2012 | 79 | 2012 |
| The intraday relationship between volume and volatility in LIFFE futures markets OAP Gwilym, D McMillan, A Speight Applied Financial Economics 9 (6), 593-604, 1999 | 72 | 1999 |
| Non-linear dynamics in international stock market returns DG McMillan Review of financial economics 14 (1), 81-91, 2005 | 71 | 2005 |
| Insider trading and stock prices M Tavakoli, D McMillan, PJ McKnight International Review of Economics & Finance 22 (1), 254-266, 2012 | 69 | 2012 |
| Bubbles in the dividend–price ratio? Evidence from an asymmetric exponential smooth-transition model DG McMillan Journal of Banking & Finance 31 (3), 787-804, 2007 | 65 | 2007 |
| Are RiskMetrics forecasts good enough? Evidence from 31 stock markets DG McMillan, D Kambouroudis International Review of Financial Analysis 18 (3), 117-124, 2009 | 64 | 2009 |
| Dividend smoothing vs dividend signalling: evidence from UK firms J Goddard, DG McMillan, JOS Wilson Managerial Finance 32 (6), 493-504, 2006 | 64 | 2006 |
| Does VIX or volume improve GARCH volatility forecasts? DS Kambouroudis, DG McMillan Applied Economics 48 (13), 1210-1228, 2016 | 60 | 2016 |
