References

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• 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
• 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
• 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
• 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
• 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
• 2002International Asset Allocation With Regime Shifts1,779 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 1986Predicting returns in the stock and bond markets1,715 cited
• 1987The Information in Long-Maturity Forward Rates1,552 cited
• 2005Bond Risk Premia1,546 cited
• 2000Investing for the Long Run when Returns Are Predictable1,372 cited
• 1991The World Price of Covariance Risk