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Angela J Black


    • AB24 3QY

    • 341 Citations
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    • 3 Similar Profiles
    Value premium Business & Economics
    Dividends Business & Economics
    Cointegration Business & Economics
    Economic activity Business & Economics
    Stock prices Business & Economics
    Jump Business & Economics
    Volatility modelling Business & Economics
    Macroeconomics Business & Economics

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    Research Output 1992 2015

    1 Citation (Scopus)

    Cointegration between stock prices, dividends, output and consumption: Evidence and forecasting ability for 29 markets

    Black, A. J., McMillan, D. & McMillan, F., 2015, In : Review of Accounting & Finance. 14, 1, p. 81-103 23 p.

    Research output: Contribution to journalArticle

    Stock prices
    Consumption growth
    Stock returns
    7 Downloads (Pure)

    The existence and source of stock return predictability: Evidence from dividend, consumption and output ratios

    McMillan, D., Black, A., Klinkowska, O. & McMillan, F., May 2015, In : Journal of Asset Management. 16, 3, p. 186-208 23 p.

    Research output: Contribution to journalArticle

    Open Access
    Predictability of stock returns
    Stock market
    Time variation
    9 Citations (Scopus)

    Forecasting Stock Returns: Do Commodity Prices Help?

    Black, A. J., Klinkowska, O., McMillan, D. G. & McMillan, F. J., Dec 2014, In : Journal of forecasting. 33, 8, p. 627-639 13 p.

    Research output: Contribution to journalArticle

    1 Citation (Scopus)

    The value premium and economic activity: long run evidence from the United States

    Black, A. J., Mao, B. & McMillan, D. G., Dec 2009, In : Journal of Asset Management. 10, 5, p. 305-317 13 p.

    Research output: Contribution to journalArticle

    Economic activity
    Value premium
    Value stocks
    Growth stocks
    Price index