References

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• 2003Testing for unit roots in heterogeneous panels15,333 cited
• 1994Comparing Predictive Accuracy5,495 cited
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• 1991Inferring Trade Direction from Intraday Data3,150 cited
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• 2008A bias-adjusted LM test of error cross-section independence2,542 cited
• 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
• 2004Predicting returns with financial ratios1,002 cited
• 2007Liquidity and Market Efficiency984 cited
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• 2007Trading Performance, Disposition Effect, Overconfidence, Representativeness Bias, and Experience of Emerging Market Investors627 cited