References

• 1988Dividend yields and expected stock returns3,574 cited
• 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
• 1991The Variation of Economic Risk Premiums1,740 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 1995Predictability of Stock Returns: Robustness and Economic Significance1,034 cited
• 1991Financial Investment Opportunities and the Macroeconomy844 cited
• 1997Book-to-market, dividend yield, and expected market returns: A time-series analysis763 cited
• 1988The real term structure and consumption growth703 cited
• 1997The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank537 cited
• 1990Risk and Return on Real Estate: Evidence from Equity REITs365 cited
• 1994The term structure spread and future changes in long and short rates in the G7 countries287 cited
• 1992The predictability of returns on equity REITs and their co-movement with other assets284 cited
• 1995Price Discovery in American and British Property Markets273 cited
• 1995An Exploration of Neural Networks and Its Application to Real Estate Valuation266 cited
• 1997