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Reconciling the Return Predictability Evidence

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References

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2002

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Dividends, Share Repurchases, and the Substitution Hypothesis

1,467 cited

2007The Dog That Did Not Bark: A Defense of Return Predictability1,227 cited

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2016International stock return predictability: Evidence from new statistical tests32 cited
2012Endogenous Dividend Dynamics and the Term Structure of Dividend Strips25 cited
2007Idiosyncratic risk matters! A regime switching approach24 cited
2011Deja Vol: Predictive Regressions for Aggregate Stock Market Volatility Using Macroeconomic Variables24 cited
2013Internet Appendix for 'Ambiguity and Reality'0 cited