this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1987Expected stock returns and volatility4,147 cited
- 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
- 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
- 1989Why Does Stock Market Volatility Change Over Time?3,701 cited
- 1988Dividend yields and expected stock returns3,574 cited
- 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
- 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
- 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
- 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
- 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,443 cited
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- 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
- 2006Stock Return Predictability: Is it There?
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