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Cited by

• 2010To Explain or to Predict?3,127 cited
• 2010Measuring and Modeling Variation in the Risk-Return Trade-off424 cited
• 2018Empirical Asset Pricing via Machine Learning410 cited
• 2014. . . and the Cross-Section of Expected Returns140 cited
• 2006Equity Premium: Historical, Expected, Required and Implied89 cited
• 2019The Time Variation in Risk Appetite and Uncertainty88 cited
• 2010Predictability of Returns and Cash Flows77 cited
• 2008Is the Distribution of Stock Returns Predictable?72 cited
• 2008Asset Pricing Tests with Long Run Risks in Consumption Growth71 cited
• 2009Asset Return Dynamics under Bad Environment Good Environment Fundamentals65 cited
• 2009To Explain or To Predict?64 cited
• 2011Performance Evaluation of Zero Net-Investment Strategies62 cited
• 2019Measuring “Dark Matter” in Asset Pricing Models51 cited
• 2022Long‐Run Risk: Is It There?50 cited
• 2018Revisiting the forecasting accuracy of Phillips curve: The role of oil price48 cited
• 2010