Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Sequential Learning, Predictability, and Optimal Portfolio Returns

16 references·16 citing·47 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
2000Conditional Skewness in Asset Pricing Tests2,837 cited
1988Stock Prices, Earnings, and Expected Dividends2,457 cited
2005Payout policy in the 21st century2,268 cited
1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
1999Predictive regressions1,614 cited
1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
2003The Impact of Jumps in Volatility and Returns1,469 cited
2000Investing for the Long Run when Returns Are Predictable1,372 cited
2002Bayesian Analysis of Stochastic Volatility Models1,363 cited
2006Stock Return Predictability: Is it There?1,295 cited
2007The Dog That Did Not Bark: A Defense of Return Predictability1,227 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2004Predicting returns with financial ratios1,002 cited

Cited by

2011Predictability of stock returns and asset allocation under structural breaks219 cited
2011Predictability of Returns and Cash Flows199 cited
2011Forecasting the Equity Risk Premium: The Role of Technical Indicators189 cited
2012Do return prediction models add economic value?170 cited
2020On the performance of volatility-managed portfolios166 cited
2018Forecasting cryptocurrencies under model and parameter instability153 cited
2017Bond Return Predictability: Economic Value and Links to the Macroeconomy144 cited
2018Pockets of Predictability134 cited
2014Self-Exciting Jumps, Learning, and Asset Pricing Implications99 cited
2016Generalized exponential moving average (EMA) model with particle filtering and anomaly detection91 cited
2010Predictability of Returns and Cash Flows77 cited
2018Should Long-Term Investors Time Volatility?73 cited
2011Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns72 cited
2018Forecasting Methods in Finance69 cited
2011Regime Changes and Financial Markets66 cited
2016Optimal Portfolio Choice Under Decision‐Based Model Combinations64 cited