World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
32
Citations
3914
World Ranking
3476
National Ranking
391

David G. McMillan publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where David G. McMillan sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 248 publications — 74th percentile

74% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

David G. McMillan D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where David G. McMillan sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 32 D-Index — 11th percentile

11% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

David G. McMillan is affiliated with the University of Stirling in the United Kingdom and conducts research primarily in the broad field of Economics, Econometrics and Finance. Their work spans several subfields, including Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Management Science and Operations Research, and Accounting.

The research topics covered in their publications reflect a focus on Market Dynamics and Volatility, Financial Markets and Investment Strategies, Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis, Corporate Finance and Governance, and Stock Market Forecasting Methods.

Frequent collaborators in their research include:

  • Dimos Kambouroudis
  • Salem Adel Ziadat
  • Mohammed Elgammal
  • Maher Khasawneh
  • Abdel Razzaq Al Rababa'a

David G. McMillan's research outputs appear extensively in several academic venues. The most frequent publication venues are:

  • SSRN Electronic Journal
  • European Journal of Finance
  • Studies in Economics and Finance
  • Research in International Business and Finance
  • Resources Policy

Representative recent papers authored or co-authored by David G. McMillan include:

  • "Updating the Balanced Scorecard for Triple Bottom Line Strategies," 2020, published in SSRN Electronic Journal
  • "Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective," 2020, published in European Journal of Finance
  • "Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations," 2021, published in Resources Policy
  • "The role of oil as a determinant of stock market interdependence: The case of the USA and GCC," 2021, published in Energy Economics
  • "Inter- and intra-regional stock market relations for the GCC bloc," 2020, published in Research in International Business and Finance

Best Publications

  • Forecasting UK stock market volatility

    David McMillan;Alan Speight;Owain Apgwilym

  • Non-linear predictability of UK stock market returns

    David McMillan

  • Nonlinear predictability of stock market returns: Evidence from nonparametric and threshold models

    David G McMillan

  • Return and volatility spillovers in three euro exchange rates

    David G. McMillan;Alan E.H. Speight

  • Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models

    Dimos S. Kambouroudis;David G. McMillan;Katerina Tsakou

  • Non-linear predictability in stock and bond returns: when and where is it exploitable?

    Massimo Guidolin;Stuart Hyde;David McMillan;Sadayuki Ono

  • Do firm sizes and profit rates converge? Evidence on Gibrat's Law and the persistence of profits in the long run

    John Goddard;David McMillan;John O. S. Wilson

  • Daily volatility forecasts: reassessing the performance of GARCH models

    David G. McMillan;Alan E. H. Speight

  • Long run trends and volatility spillovers in daily exchange rates

    Angela J. Black;David G. McMillan

  • Pecking order and market timing theory in emerging markets: The case of Egyptian firms

    Alessandra Allini;Soliman Rakha;David G. McMillan;Adele Caldarelli

  • Research on 'Responsible Investment': An Influential Literature Analysis Comprising a Rating, Characterisation, Categorisation and Investigation

    Andreas G. F. Hoepner;David G. McMillan

  • Non-linear forecasting of stock returns: Does volume help?

    David G. McMillan

  • Dynamic capital structure adjustment: US MNCs & DCs

    David G. McMillan;Omar Camara

  • The intraday relationship between volume and volatility in LIFFE futures markets

    Owain Ap Gwilym;David McMillan;Alan Speight

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

    David G. McMillan

  • Non-linear dynamics in international stock market returns

    David G. McMillan

  • Are RiskMetrics forecasts good enough? Evidence from 31 stock markets

    David G. McMillan;Dimos Kambouroudis

  • Insider trading and stock prices

    Manouchehr Tavakoli;David McMillan;Phillip J. McKnight

  • Volatility persistence, long memory and time-varying unconditional mean: Evidence from 10 equity indices

    David G. McMillan;Isabel Ruiz

  • Non-ferrous metals price volatility: a component analysis

    David G McMillan;Alan E.H Speight

  • Realised hedge ratio properties, performance and implications for risk management: evidence from the spanish ibex 35 spot and futures markets

    David G. McMillan;Raquel Quiroga García

Frequent Co-Authors

Mark E. Wohar
Mark E. Wohar University of Nebraska at Omaha
Massimo Guidolin
Massimo Guidolin Bocconi University
John O. S. Wilson
John O. S. Wilson University of St Andrews
John Goddard
John Goddard Bangor University
Chris Brooks
Chris Brooks University of Reading
Aviral Kumar Tiwari
Aviral Kumar Tiwari Indian Institute of Management Bodh Gaya
Wing-Keung Wong
Wing-Keung Wong Asian University
Barbara Casu
Barbara Casu City, University of London
Shouyang Wang
Shouyang Wang Chinese Academy of Sciences
Robert S. Kaplan
Robert S. Kaplan Harvard University

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