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Stock return predictability over four centuries: The role of commodity returns
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Stock return predictability over four centuries: The role of commodity returns (2020)Stock return predictability over four cen…The Disease Outbreak Channel of Exchange Rate Return Predictability: Evidence from COVID-19 (2020)The Disease Outbreak Channel …COVID-19: The Reaction of US Oil and Gas Producers to the Pandemic (2020)COVID-19: The Reaction of US …Stock Market Predictability and Industrial Metal Returns (2018)Stock Market Predictability a…Four centuries of return predictability (2017)Four centuries of return pred…Testing for Predictability in Conditionally Heteroskedastic Stock Returns (2014)Testing for Predictability in…Forecasting Stock Returns: Do Commodity Prices Help? (2014)Forecasting Stock Returns: Do…Does the choice of estimator matter when forecasting returns? (2012)Does the choice of estimator …The rate of return on equity across industrial sectors on the British stock market, 1825-701 (2011)The rate of return on equity …The Prebisch-Singer Hypothesis: Four Centuries of Evidence (2010)The Prebisch-Singer Hypothesi…Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Stock Return Predictability: Is it There? (2006)Stock Return Predictability: …Facts and Fantasies about Commodity Futures (2006)Facts and Fantasies about Com…Stock Return Predictability: Is it There? (2001)Stock Return Predictability: …The Rise of Financial Capitalism (1991)The Rise of Financial Capital…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)Economic Development with Unlimited Supplies of Labour (1954)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Hegemonic transitions and global shifts in social metabolism: Implications for resource-rich countries. Introduction to the special section (2012)Primary commodity prices: Co-movements, common factors and fundamentals (2012)Does poverty cause conflict? Isolating the causal origins of the conflict trap (2014)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)Presidential Address: Discount Rates (2011)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Has oil price predicted stock returns for over a century? (2014)Can economic policy uncertainty predict stock returns? Global evidence (2018)Japanese currency and stock market—What happened during the COVID-19 pandemic? (2020)Dividend yields and expected stock returns (1988)Stock return forecasting: Some new evidence (2015)Testing for a Unit Root in Time Series Regression (1988)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Dog That Did Not Bark: A Defense of Return Predictability (2007)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Empirical exchange rate models of the seventies (1983)Coronavirus (COVID-19) — An epidemic or pandemic for financial markets (2020)Country Responses and the Reaction of the Stock Market to COVID-19—a Preliminary Exposition (2020)COVID-19 and the Oil Price – Stock Market Nexus: Evidence From Net Oil-Importing Countries (2020)What is the exchange rate volatility response to COVID-19 and government interventions? (2021)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Options, Futures and Other Derivatives (2003)The Strategic and Tactical Value of Commodity Futures (2006)The Fundamentals of Commodity Futures Returns (2012)Financialization of Commodity Markets (2013)“Options, Futures, and Other Derivatives” (2016)Tail Risk and Asset Prices (2014)The VIX, the variance premium and stock market volatility (2014)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)John Law: Economic Theorist and Policy-maker (1997)The fundamental problem of exchange: A research agenda in Historical Institutional Analysis (2000)Credible Commitment in Early Modern Europe: North and Weingast Revisited (2002)
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References

  • 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
  • 2006Facts and Fantasies about Commodity Futures1,389 cited
  • 2006Stock Return Predictability: Is it There?1,295 cited
  • 2001Stock Return Predictability: Is it There?897 cited
  • 1991The Rise of Financial Capitalism385 cited
  • 2010The Prebisch-Singer Hypothesis: Four Centuries of Evidence350 cited
  • 2014Testing for Predictability in Conditionally Heteroskedastic Stock Returns284 cited
  • 2012Does the choice of estimator matter when forecasting returns?265 cited
  • 2020The Disease Outbreak Channel of Exchange Rate Return Predictability: Evidence from COVID-19229 cited
  • 2020COVID-19: The Reaction of US Oil and Gas Producers to the Pandemic202 cited
  • 2017Four centuries of return predictability161 cited
  • 2018Stock Market Predictability and Industrial Metal Returns92 cited
  • 2014Forecasting Stock Returns: Do Commodity Prices Help?45 cited
  • 2011The rate of return on equity across industrial sectors on the British stock market, 1825-70129 cited

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