References

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• 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
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
• 1977Asset returns and inflation2,706 cited
• 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
• 2011Presidential Address: Discount Rates2,222 cited
• 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
• 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
• 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
• 1999Predictive regressions1,614 cited
• 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
• 2010Simple formulas for standard errors that cluster by both firm and time