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tay's as good as cay

16 references·16 citing·41 second hopsampled

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References

1993Common risk factors in the returns on stocks and bonds26,615 cited
1989Business conditions and expected returns on stocks and bonds3,934 cited
1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
1988Dividend yields and expected stock returns3,574 cited
1977Asset returns and inflation2,701 cited
1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
1986Predicting returns in the stock and bond markets1,715 cited
1999Predictive regressions1,614 cited
2003Predicting the Equity Premium with Dividend Ratios764 cited
1997Book-to-market, dividend yield, and expected market returns: A time-series analysis763 cited
2000Firm Size and Cyclical Variations in Stock Returns656 cited
2002Stock return predictability and model uncertainty636 cited
2003Spurious Regressions in Financial Economics?574 cited
1999Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?533 cited

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2005

Expected returns and expected dividend growth

433 cited

Cited by

2018Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables114 cited
2005Time Variation in the Covariance between Stock Returns and Consumption Growth102 cited
2007Does Consumption Respond More to Housing Wealth Than to Financial Market Wealth? If So, Why?87 cited
2018Improving the predictability of stock returns with Bitcoin prices83 cited
2012The “out-of-sample” performance of long run risk models81 cited
2016Can consumer price index predict gold price returns?65 cited
2002How to Discount Cashflows with Time-Varying Expected Returns51 cited
2004tay's as good as cay: Reply41 cited
2009A century of equity premium predictability and the consumption–wealth ratio: An international perspective40 cited
2006Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns40 cited
2005On the Relationships Between Real Consumption, Income, and Wealth38 cited
2013Time‐Varying Risk–Return Trade‐off in the Stock Market37 cited
2002A Note on the Cointegration of Consumption, Income, and Wealth36 cited
2012Linking wealth and labour income with stock returns and government bond yields36 cited
2005Empirical proxies for the consumption–wealth ratio35 cited
2008Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty33 cited