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Earnings and Expected Returns
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Earnings and Expected Returns (1999)Earnings and Expected ReturnsPredictive Systems: Living with Imperfect Predictors (2007)Predictive Systems: Living wi…Bubbles and Busts: The 1990s in the Mirror of the 1920s (2006)Bubbles and Busts: The 1990s …Financial Markets and the Real Economy (2005)Financial Markets and the Rea…Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective (2003)Housing Collateral, Consumpti…Stock Return Predictability: Is it There? (2001)Stock Return Predictability: …The General Theory of Employment, Interest and Money. (1936)The equity premium: A puzzle (1985)Noise Trader Risk in Financial Markets (1990)The Structure of Scientific Revolutions (1963)The Structure of Scientific Revolutions (1963)Common risk factors in the returns on stocks and bonds (1993)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)How do business and financial cycles interact? (2011)Presidential Address: Discount Rates (2011)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The Cross-Section of Expected Stock Returns (1992)Consumption Risk and the Cross Section of Expected Returns (2005)The conditional CAPM does not explain asset-pricing anomalies☆ (2006)Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium (2007)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Dividend yields and expected stock returns (1988)Forecasting, Structural Time Series Models and the Kalman Filter (1990)IPO First-Day Return and Ex Ante Equity Premium (2011)
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  • 2001Stock Return Predictability: Is it There?905 cited
  • 2005Financial Markets and the Real Economy572 cited
  • 2003Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective24 cited
  • 2007Predictive Systems: Living with Imperfect Predictors20 cited
  • 2006Bubbles and Busts: The 1990s in the Mirror of the 1920s16 cited

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