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Jackknifing stock return predictions

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References

2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
1988Stock Prices, Earnings, and Expected Dividends2,457 cited
1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
1999Predictive regressions1,614 cited
2006Stock Return Predictability: Is it There?1,295 cited
2004Predicting returns with financial ratios1,002 cited
2006Efficient tests of stock return predictability☆992 cited
2001Stock Return Predictability: Is it There?897 cited
2003Predicting the Equity Premium with Dividend Ratios764 cited
1993Predictable Stock Returns: The Role of Small Sample Bias651 cited
1988Stock prices, earnings, and expected dividends567 cited
2003Long-horizon regressions: theoretical results and applications523 cited
2006Instability of return prediction models476 cited
1989Drawing inferences from statistics based on multiyear asset returns410 cited
1993

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Testing the Predictive Power of Dividend Yields

376 cited

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