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150 Years of Return Predictability Around the World: A Holistic View Across Assets
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0304-405x(86)90070-xopenalex-extracted
Predicting returns in the stock and bond markets
inferredcites →https://doi.org/10.1016/j.jeconom.2006.05.023openalex-extracted
Approximately normal tests for equal predictive accuracy in nested models
inferredcites →https://doi.org/10.1016/j.jeconom.2006.07.020openalex-extracted
Asymptotics for out of sample tests of Granger causality
inferredcites →https://doi.org/10.1016/j.jfineco.2008.04.004openalex-extracted
On the Reversal of Return and Dividend Growth Predictability: A Tale of Two Periods
inferredcites →https://doi.org/10.1016/s0304-405x(03)00065-5openalex-extracted
Long-horizon regressions: theoretical results and applications
inferredcites →https://doi.org/10.1016/s0304-405x(97)00002-0openalex-extracted
Book-to-market, dividend yield, and expected market returns: A time-series analysis
inferredcites →https://doi.org/10.1016/s0304-405x(99)00041-0openalex-extracted
Predictive regressions
inferredcites →https://doi.org/10.1017/s0022109014000477openalex-extracted
Dividend Predictability Around the World
inferredcites →https://doi.org/10.1080/01621459.2019.1686392openalex-extracted
Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model
inferredcites →https://doi.org/10.1093/acrefore/9780190625979.013.777openalex-extracted
Asset Pricing: Time-Series Predictability
inferredcites →https://doi.org/10.1093/rfs/1.3.195openalex-extracted
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
inferredcites →https://doi.org/10.1093/rfs/hhm014openalex-extracted
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
inferredcites →https://doi.org/10.1093/rfs/hhm046openalex-extracted
The Dog That Did Not Bark: A Defense of Return Predictability
inferredcites →https://doi.org/10.1093/rfs/hhm055openalex-extracted
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
inferredcites →https://doi.org/10.1093/rfs/hhm075openalex-extracted
Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?
inferredcites →https://doi.org/10.1111/0022-1082.00347openalex-extracted
Consumption, Aggregate Wealth, and Expected Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb02689.xopenalex-extracted
On the Predictability of Stock Returns: An Asset‐Allocation Perspective
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb04814.xopenalex-extracted
Assessing Goodness-Of-Fit of Asset Pricing Models: The Distribution of the Maximal R 2
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01671.xopenalex-extracted
Presidential Address: Discount Rates
inferredcites →https://doi.org/10.1111/jofi.12041openalex-extracted
International Stock Return Predictability: What Is the Role of the United States?
inferredcites →https://doi.org/10.1287/mnsc.2013.1838openalex-extracted
Forecasting the Equity Risk Premium: The Role of Technical Indicators
inferredcites →https://doi.org/10.1287/mnsc.2017.2829openalex-extracted
Bond Return Predictability: Economic Value and Links to the Macroeconomy
inferredcites →https://doi.org/10.1287/mnsc.49.5.639.15149openalex-extracted
Predicting the Equity Premium with Dividend Ratios
inferredcites →https://doi.org/10.1561/104.00000105openalex-extracted
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog
inferredcites →https://doi.org/10.2139/ssrn.3941499openalex-extracted
Asset Pricing: Time-Series Predictability
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2171956openalex-extracted
Asymptotic Inference about Predictive Ability
inferredcites →https://doi.org/10.2307/2298008openalex-extracted
Yield Spreads and Interest Rate Movements: A Bird's Eye View
inferredcites →https://doi.org/10.24148/wp2017-25openalex-extracted
The Rate of Return on Everything, 1870–2015
inferredcites →https://doi.org/10.3386/t0055openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
inferredcites →https://doi.org/10.1016/0304-405x(87)90045-6openalex-snapshot
Stock Returns and the Term Structure
inferredcites →https://doi.org/10.1016/j.jfineco.2017.12.007openalex-snapshot
Four centuries of return predictability
inferredcites →https://doi.org/10.1016/s0304-4076(01)00071-9openalex-snapshot
Tests of equal forecast accuracy and encompassing for nested models
inferredcites →https://doi.org/10.1081/etc-200040785openalex-snapshot
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
inferredcites →https://doi.org/10.1093/rfs/hhl042openalex-snapshot
The Myth of Long-Horizon Predictability
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00670.xopenalex-snapshot
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
inferredcites →https://doi.org/10.2307/2328190openalex-snapshot
Stock Prices, Earnings, and Expected Dividends
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