References

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• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited
• 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
• 2001Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying1,445 cited
• 2005A Test for Superior Predictive Ability1,227 cited
• 1997Assessing Specification Errors in Stochastic Discount Factor Models768 cited
• 2006A Consumption‐Based Explanation of Expected Stock Returns653 cited
• 2005Consumption Risk and the Cross Section of Expected Returns581 cited
• 2013Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology295 cited
• 1995Econometric Evaluation of Asset Pricing Models202 cited
• 2009Land of addicts? an empirical investigation of habit‐based asset pricing models196 cited
• 2008Model Comparison Using the Hansen-Jagannathan Distance138 cited
• 2011Estimation and Evaluation of Conditional Asset Pricing Models138 cited
• 1985A Simple Econometric Approach for Utility-Based Asset Pricing Models