On the public citation graph
https://doi.org/10.2139/ssrn.4607183
0 signed · 74 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/ijfe.401openalex-extracted
Stock return predictability and dividend‐price ratio: a nonlinear approach
inferredcites →https://doi.org/10.1002/jae.659openalex-extracted
Computation and analysis of multiple structural change models
inferredcites →https://doi.org/10.1002/jae.729openalex-extracted
On Markov error‐correction models, with an application to stock prices and dividends
inferredcites →https://doi.org/10.1016/0304-3932(85)90061-3openalex-extracted
The equity premium: A puzzle
inferredcites →https://doi.org/10.1016/0304-405x(79)90016-3openalex-extracted
An intertemporal asset pricing model with stochastic consumption and investment opportunities
inferredcites →https://doi.org/10.1016/0304-405x(88)90020-7openalex-extracted
Dividend yields and expected stock returns
inferredcites →https://doi.org/10.1016/j.econmod.2017.07.009openalex-extracted
Generalized Financial Ratios to Predict the Equity Premium
inferredcites →https://doi.org/10.1016/j.finmar.2017.11.002openalex-extracted
Forecasting the equity risk premium: The importance of regime-dependent evaluation
inferredcites →https://doi.org/10.1016/j.iref.2017.10.020openalex-extracted
Dividend growth and equity premium predictability
inferredcites →https://doi.org/10.1016/j.iref.2017.10.021openalex-extracted
Regime Shifts and Stock Return Predictability
inferredcites →https://doi.org/10.1016/j.iref.2019.04.010openalex-extracted
Predictive power of dividend yields and interest rates for stock returns in South Asia: Evidence from a bias-corrected estimator
inferredcites →https://doi.org/10.1016/j.irfa.2020.101618openalex-extracted
Adjusted dividend-price ratios and stock return predictability: Evidence from China
inferredcites →https://doi.org/10.1016/j.japwor.2020.101027openalex-extracted
Structural breaks in the mean of dividend-price ratios: Implications of learning on stock return predictability
inferredcites →https://doi.org/10.1016/j.jbankfin.2006.02.006openalex-extracted
Bubbles in the dividend–price ratio? Evidence from an asymmetric exponential smooth-transition model
inferredcites →https://doi.org/10.1016/j.jempfin.2005.11.001openalex-extracted
Instability of return prediction models
inferredcites →https://doi.org/10.1016/j.jempfin.2009.10.002openalex-extracted
When does the dividend–price ratio predict stock returns?
inferredcites →https://doi.org/10.1016/j.jempfin.2010.04.002openalex-extracted
Predicting the equity premium with dividend ratios: Reconciling the evidence
inferredcites →https://doi.org/10.1016/j.jempfin.2017.06.003openalex-extracted
Predicting international stock returns with conditional price-to-fundamental ratios
inferredcites →https://doi.org/10.1016/j.jempfin.2020.05.004openalex-extracted
Equity premium prediction and the state of the economy
inferredcites →https://doi.org/10.1016/j.jempfin.2022.09.001openalex-extracted
Stock price movements: Evidence from global equity markets
inferredcites →https://doi.org/10.1016/j.jempfin.2023.02.004openalex-extracted
Stock return predictability and cyclical movements in valuation ratios
inferredcites →https://doi.org/10.1016/j.jfineco.2005.07.010openalex-extracted
Output and expected returns
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/j.jfineco.2010.09.008openalex-extracted
Time-varying short-horizon predictability☆
inferredcites →https://doi.org/10.1016/j.jfineco.2014.10.010openalex-extracted
A five-factor asset pricing model
inferredcites →https://doi.org/10.1016/j.jimonfin.2005.03.003openalex-extracted
Nonlinearity in the stock price–dividend relation
inferredcites →https://doi.org/10.1016/j.jmoneco.2010.02.004openalex-extracted
Inflation and the stock market: Understanding the “Fed Model”
inferredcites →https://doi.org/10.1016/j.ribaf.2018.12.014openalex-extracted
Stock return predictability: Using the cyclical component of the price ratio
inferredcites →https://doi.org/10.1016/s0304-3932(98)00039-7openalex-extracted
Risk premia and term premia in general equilibrium
inferredcites →https://doi.org/10.1016/s1574-0102(03)01022-7openalex-extracted
Chapter 13 Consumption-based asset pricing
inferredcites →https://doi.org/10.1080/07350015.2020.1763805openalex-extracted
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model
inferredcites →https://doi.org/10.1080/1351847x.2020.1719175openalex-extracted
Forecasting U.S. stock returns
inferredcites →https://doi.org/10.1086/260724openalex-extracted
Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence
inferredcites →https://doi.org/10.1086/671799openalex-extracted
What Ties Return Volatilities to Price Valuations and Fundamentals?
inferredcites →https://doi.org/10.1093/ei/39.4.524openalex-extracted
Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend‐Price Ratio
inferredcites →https://doi.org/10.1093/jjfinec/nbp001openalex-extracted
A Simple Approximate Long-Memory Model of Realized Volatility
inferredcites →https://doi.org/10.1093/qje/120.2.639openalex-extracted
Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
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/hhm074openalex-extracted
Reconciling the Return Predictability Evidence
inferredcites →https://doi.org/10.1093/rfs/hhn087openalex-extracted
Time-Varying Risk Premiums and the Output Gap
inferredcites →https://doi.org/10.1093/rfs/hhx039openalex-extracted
Bond Market Exposures to Macroeconomic and Monetary Policy Risks
inferredcites →https://doi.org/10.1093/rof/rfs014openalex-extracted
The World Business Cycle and Expected Returns
inferredcites →https://doi.org/10.1111/1368-423x.00102openalex-extracted
Critical values for multiple structural change tests
inferredcites →https://doi.org/10.1111/1467-8586.00179openalex-extracted
Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange
inferredcites →https://doi.org/10.1111/j.1467-9957.2011.02281.xopenalex-extracted
A PANEL ANALYSIS OF THE STOCK RETURN–DIVIDEND YIELD RELATION: PREDICTING RETURNS AND DIVIDEND GROWTH*
inferredcites →https://doi.org/10.1111/j.1468-0084.2003.00061.xopenalex-extracted
Non‐linear Predictability of UK Stock Market Returns*
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00670.xopenalex-extracted
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01671.xopenalex-extracted
Presidential Address: Discount Rates
inferredcites →https://doi.org/10.1162/rest_a_00706openalex-extracted
Why You Should Never Use the Hodrick-Prescott Filter
inferredcites →https://doi.org/10.1257/0002828041301533openalex-extracted
Inflation Illusion and Stock Prices
inferredcites →https://doi.org/10.1287/mnsc.49.5.639.15149openalex-extracted
Predicting the Equity Premium with Dividend Ratios
inferredcites →https://doi.org/10.1515/9780691188485openalex-extracted
Theory of the Consumption Function
inferredcites →https://doi.org/10.1561/104.00000004openalex-extracted
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
inferredcites →https://doi.org/10.2139/ssrn.1125355openalex-extracted
Inflation and the Stock Market: Understanding the 'Fed Model'
inferredcites →https://doi.org/10.2139/ssrn.2431252openalex-extracted
Bond Market Exposures to Macroeconomic and Monetary Policy Risks
inferredcites →https://doi.org/10.2139/ssrn.879793openalex-extracted
The Dog that Did Not Bark: A Defense of Return Predictability
inferredcites →https://doi.org/10.2307/1884178openalex-extracted
Bond and Stock Returns in a Simple Exchange Model
inferredcites →https://doi.org/10.2307/1912559openalex-extracted
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
inferredcites →https://doi.org/10.2307/1913778openalex-extracted
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
inferredcites →https://doi.org/10.2307/2328190openalex-extracted
Stock Prices, Earnings, and Expected Dividends
inferredcites →https://doi.org/10.2307/2998540openalex-extracted
Estimating and Testing Linear Models with Multiple Structural Changes
inferredcites →https://doi.org/10.2469/faj.v56.n2.2347openalex-extracted
Stocks versus Bonds: Explaining the Equity Risk Premium
inferredcites →https://doi.org/10.3386/w0564openalex-extracted
The Determinants of the Variability of Stock Market Prices
inferredcites →https://doi.org/10.3386/w11018openalex-extracted
Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.