References

• 2016Measuring Economic Policy Uncertainty*12,311 cited
• 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
• 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 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
• 2015Measuring Uncertainty2,908 cited
• 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
• 2014A Macroeconomic Model with a Financial Sector1,976 cited
• 2011The short of it: Investor sentiment and anomalies1,781 cited
• 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
• 2003Investor Sentiment and the Cross-Section of Stock Returns1,456 cited
• 2003Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options1,354 cited
• 2006Stock Return Predictability: Is it There?1,295 cited
• 2014Investor Sentiment Aligned: A Powerful Predictor of Stock Returns1,129 cited
• 2005Investor Sentiment and Asset Valuation1,092 cited