Reference health
Predictability of Returns and Cash Flows
2 of 104 checkable references need attention · checked 2026-08-05
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
21 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/2328565
does not resolve to a known work10.1093/rfs/5.3.357
The 102 checked references that resolve
resolves10.3386/w18357
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.2139/ssrn.1267462
Labor Hiring, Investment and Stock Return Predictability in the Cross Section
resolves10.1111/j.1540-6261.1992.tb04399.x
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets
resolves10.1016/s0304-405x(97)00007-x
On biases in tests of the expectations hypothesis of the term structure of interest rates
resolves10.1093/rfs/12.2.405
Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?
resolves10.1111/j.1540-6261.2007.01226.x
On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
resolves10.1016/j.jfineco.2002.06.001
On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.1093/rfs/1.3.195
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
resolves10.1093/rfs/hhm055
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
resolves10.1016/j.jue.2009.06.002
What moves housing markets: A variance decomposition of the rent–price ratio
resolves10.1016/j.jfineco.2008.04.004
On the reversal of return and dividend growth predictability: A tale of two periods
resolves10.2307/2328694
Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations
resolves10.1016/s0304-405x(01)00038-1
Disappearing dividends: changing firm characteristics or lower propensity to pay?
resolves10.3386/w15988
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
resolves10.3386/w13724
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
resolves10.1093/rfs/hhm014
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
resolves10.1081/etc-200040785
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
resolves10.2139/ssrn.1108905
Sequential Learning, Predictive Regressions, and Optimal Portfolio Returns
resolves10.2139/ssrn.2289495
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
resolves10.1016/s0304-405x(97)00002-0
Book-to-market, dividend yield, and expected market returns: A time-series analysis
resolves10.1016/j.jfineco.2007.01.002
Does firm value move too much to be justified by subsequent changes in cash flow?
resolves10.1016/b978-0-444-50897-3.50014-6
Measuring and Modeling Variation in the Risk-Return Trade-off
resolves10.1016/j.jfineco.2005.12.002
The empirical risk–return relation: A factor analysis approach☆
resolves10.1111/j.1540-6261.2005.00759.x
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective
resolves10.1093/rfs/hhl035
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
resolves10.1111/j.1467-937x.2005.00351.x
Taxes, Regulations, and the Value of U.S. and U.K. Corporations
resolves10.1111/j.1540-6261.2008.01415.x
Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital
resolves10.1111/j.1540-6261.1986.tb04519.x
Does the Stock Market Rationally Reflect Fundamental Values?
resolves10.2307/2118462
How Learning in Financial Markets Generates Excess Volatility and Predictability in Stock Prices
The 21 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref7
no DOI — not checkedref14
no DOI — not checkedref19
no DOI — not checkedValuation ratios and the long-run stock market outlook: An update
no DOI — not checkedref38
no DOI — not checkedref42
no DOI — not checkedref44
no DOI — not checkedref49
no DOI — not checkedThe information in long-maturity forward rates
no DOI — not checkedref62
no DOI — not checkedref68
no DOI — not checkedref74
no DOI — not checkedref79
no DOI — not checkedFinancial economics, market efficiency and return predictability
no DOI — not checkedref96
no DOI — not checkedPredictable stock returns: The role of small sample bias
no DOI — not checkedref108
no DOI — not checkedStock market boom and the productivity gains of the 1990s
no DOI — not checkedref122
no DOI — not checkedref123
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