References

• 1973An Intertemporal Capital Asset Pricing Model6,557 cited
• 2009The Impact of Uncertainty Shocks5,941 cited
• 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 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
• 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
• 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
• 2007The Impact of Uncertainty Shocks2,111 cited
• 2009Expected Stock Returns and Variance Risk Premia1,776 cited
• 1991The Variation of Economic Risk Premiums1,740 cited
• 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
• 2000Investing for the Long Run when Returns Are Predictable1,372 cited
• 1999State-Space Models with Regime Switching1,304 cited