Reference health

Discount Rates and Cash Flows: A Local Projection Approach

https://doi.org/10.2139/ssrn.3372138
CiteStamped reference-health badge
75/75 checkable references clean · checked 2026-09-15

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

8 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.

The 75 checked references that resolve
resolves10.1093/rfs/hhl021
Stock Return Predictability: Is it There?
resolves10.1287/mnsc.2021.4068
The Time Variation in Risk Appetite and Uncertainty
resolves10.1093/rfs/hhp008
Expected Stock Returns and Variance Risk Premia
resolves10.2307/2233809
A Variance Decomposition for Stock Returns
resolves10.1093/rapstu/ras026
Hard Times
resolves10.1111/j.1540-6261.1988.tb04598.x
Stock Prices, Earnings, and Expected Dividends
resolves10.1093/rfs/1.3.195
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
resolves10.1257/0002828043052240
Bad Beta, Good Beta
resolves10.1016/j.jfineco.2008.04.004
On the reversal of return and dividend growth predictability: A tale of two periods
resolves10.1287/mnsc.1120.1528
Dividend Smoothing and Predictability
resolves10.1093/rfs/hht005
What Drives Stock Price Movements?
resolves10.1093/rfs/hhp017
Return Decomposition
resolves10.1111/j.1467-6419.2007.00518.x
DIRECT MULTI‐STEP ESTIMATION AND FORECASTING
resolves10.1016/j.ijforecast.2015.04.004
Multistep forecasting in the presence of location shifts
resolves10.1111/jmcb.12384
Regime Shifts in Price‐Dividend Ratios and Expected Stock Returns: A Present‐Value Approach
resolves10.1093/rfs/5.2.243
Explaining the Variance of Price–Dividend Ratios
resolves10.1093/rfs/hhm046
The Dog That Did Not Bark: A Defense of Return Predictability
resolves10.1111/j.1540-6261.2011.01671.x
Presidential Address: Discount Rates
resolves10.1093/rof/rfx010
Macro-Finance
resolves10.1257/000282802320189069
The Fed and Interest Rates—A High-Frequency Identification
resolves10.1093/rfs/hhn087
Time-Varying Risk Premiums and the Output Gap
resolves10.1111/jofi.12544
Why Does Return Predictability Concentrate in Bad Times?
resolves10.1016/j.jfineco.2012.04.003
Predictive regressions with time-varying coefficients
resolves10.1111/jofi.13016
Subjective Cash Flow and Discount Rate Expectations
resolves10.1016/j.jempfin.2010.01.003
The dividend–price ratio does predict dividend growth: International evidence
resolves10.1016/j.jbankfin.2011.11.004
Pitfalls in VAR based return decompositions: A clarification
resolves10.1016/0304-405X(88)90020-7
Dividend yields and expected stock returns
resolves10.1016/0304-405X(89)90095-0
Business conditions and expected returns on stocks and bonds
resolves10.1111/jofi.13229
Pockets of Predictability
resolves10.1017/S0022109012000427
Dividend Growth, Cash Flow, and Discount Rate News
resolves10.1093/rfs/hht131
Expected Returns and Dividend Growth Rates Implied by Derivative Markets
resolves10.1016/j.jfineco.2017.12.007
Four centuries of return predictability
resolves10.1080/07350015.2019.1610661
Forecast Error Variance Decompositions with Local Projections
resolves10.1093/rfs/hhaa009
Empirical Asset Pricing via Machine Learning
resolves10.1086/499134
On the Out‐of‐Sample Predictability of Stock Market Returns*
resolves10.1111/j.1354-7798.2004.00266.x
Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework
resolves10.1007/978-0-387-84858-7
The Elements of Statistical Learning
resolves10.1016/j.jfineco.2010.09.008
Time-varying short-horizon predictability☆
resolves10.1257/0002828053828518
Estimation and Inference of Impulse Responses by Local Projections
resolves10.1002/fut.20185
Structurally sound dynamic index futures hedging
resolves10.1146/annurev-financial-102710-144905
Predictability of Returns and Cash Flows
resolves10.1111/0022-1082.00065
Earnings and Expected Returns
resolves10.1287/mnsc.2016.2551
Do Investors Value Dividend-Smoothing Stocks Differently?
resolves10.1016/j.jfineco.2007.01.002
Does firm value move too much to be justified by subsequent changes in cash flow?
resolves10.2307/1911512
The Present-Value Relation: Tests Based on Implied Variance Bounds
resolves10.1111/0022-1082.00347
Consumption, Aggregate Wealth, and Expected Stock Returns
resolves10.1016/j.jfineco.2004.05.008
Expected returns and expected dividend growth
resolves10.1093/rfs/hhm074
Reconciling the Return Predictability Evidence
resolves10.1017/S0022109015000058
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks
resolves10.1016/j.jeconom.2005.07.020
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
resolves10.1093/qje/qjw034
What is the Expected Return on the Market?*
resolves10.1016/j.jeconom.2015.10.011
<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si53.gif" display="inline" overflow="scroll"> <mml:msub> <mml:mrow> <mml:mi>ℓ</mml:mi> </mml:mrow> <mml:mrow> <mml:mn>1</mml:mn> </mml:mrow> </mml:msub> </mml:math> -regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
resolves10.1016/j.econlet.2015.11.017
Forecasting macroeconomic variables in data-rich environments
resolves10.1086/379934
Understanding Predictability
resolves10.1016/j.jbankfin.2017.02.008
Dividends, earnings, and predictability
resolves10.3982/ECTA18756
Local Projection Inference Is Simpler and More Robust Than You Think
resolves10.1111/jofi.12901
Cash Flow News and Stock Price Dynamics
resolves10.3982/ECTA17813
Local Projections and VARs Estimate the Same Impulse Responses
resolves10.1111/jofi.12615
Higher Order Effects in Asset Pricing Models with Long‐Run Risks
resolves10.1017/S0022109014000477
Dividend Predictability Around the World
resolves10.1093/rfs/hhp063
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
resolves10.1016/j.jeconom.2004.08.009
VAR forecasting under misspecification
resolves10.1093/jjfinec/nbn007
Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall
resolves10.1111/j.2517-6161.1996.tb02080.x
Regression Shrinkage and Selection Via the Lasso
resolves10.1016/j.ijforecast.2007.07.008
Elusive return predictability
resolves10.1093/rfs/hhm014
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
resolves10.1093/rof/rfu047
Tug-of-War: Time-Varying Predictability of Stock Returns and Dividend Growth
resolves10.1016/j.jbankfin.2013.07.016
Predicting stock returns: A regime-switching combination approach and economic links
resolves10.1016/j.jeconom.2008.08.010
Forecasting economic time series using targeted predictors
resolves10.1016/j.jeconom.2014.05.008
The VIX, the variance premium and stock market volatility
resolves10.1111/j.1540-6261.2010.01575.x
Predictive Regressions: A Present‐Value Approach
resolves10.1093/rfs/hhl042
The Myth of Long-Horizon Predictability
resolves10.1111/jofi.13298
The Virtue of Complexity in Return Prediction
resolves10.1111/jofi.12041
International Stock Return Predictability: What Is the Role of the United States?
resolves10.1111/j.1467-9868.2005.00503.x
Regularization and Variable Selection Via the Elastic Net
The 8 references without a DOI — listed, not checked
no DOI — not checkedThe VIX, the variance premium and stock market volatility
no DOI — not checkedPredictive regressions: A present-value approach
no DOI — not checkedWhat moves the stock and bond markets? A variance decomposition for long-term asset returns
no DOI — not checkedref43
no DOI — not checkedref53
no DOI — not checkedDistribution of incomes of corporations among dividends, retained earnings, and taxes
no DOI — not checkedForecasting stock returns
no DOI — not checkedDo stock prices move too much to be justified by subsequent changes in dividends?
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-09-15 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.3372138"><img src="https://citestamp.com/citestamped/10.2139/ssrn.3372138/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.3372138/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.3372138)