References

• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
• 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
• 1988Dividend yields and expected stock returns3,574 cited
• 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
• 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
• 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
• 2006Stock Return Predictability: Is it There?1,295 cited
• 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
• 1995Predictability of Stock Returns: Robustness and Economic Significance1,034 cited
• 2004Market States and Momentum1,026 cited
• 2007Reconciling the Return Predictability Evidence701 cited
• 1998Earnings and Expected Returns635 cited