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References

2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
2003Spurious Regressions in Financial Economics?574 cited
2004Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption569 cited
1994Permanent and Transitory Components of GNP and Stock Prices549 cited
2005Expected returns and expected dividend growth433 cited
2006On the Out‐of‐Sample Predictability of Stock Market Returns*165 cited
2006Momentum, Reversal, and the Trading Behaviors of Institutions120 cited
2004tay's as good as cay108 cited

Cited by

2009A century of equity premium predictability and the consumption–wealth ratio: An international perspective40 cited
2013Time‐Varying Risk–Return Trade‐off in the Stock Market37 cited
2005Empirical proxies for the consumption–wealth ratio35 cited
2008Consumption and expected asset returns without assumptions about unobservables25 cited

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