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The Performance of Expected Return Proxies

https://doi.org/10.2139/ssrn.7300780
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Expected EPS and EPS Growth as Determinantsof Value
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Factors That Fit the Time Series and Cross-Section of Stock Returns
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Arbitrage Portfolios
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Expected returns, yield spreads, and asset pricing tests
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Editor's Choice … and the Cross-Section of Expected Returns
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Mispricing Factors
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The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns
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Characteristic-Based Benchmark Returns and Corporate Events
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Short and Long Horizon Behavioral Factors
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Dissecting Characteristics Nonparametrically
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An Augmented q -Factor Model with Expected Growth
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Conditioning Variables and the Cross Section of Stock Returns
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Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets
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Toward an Implied Cost of Capital
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Momentum, Business Cycle, and Time‐varying Expected Returns
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On Persistence in Mutual Fund Performance
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Presidential Address: Discount Rates
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Does Academic Research Destroy Stock Return Predictability?
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Comparing Asset Pricing Models
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What Is the Expected Return on a Stock?
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Factor Models, Machine Learning, and Asset Pricing
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The Cross-section of Expected Stock Returns
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Open Source Cross-Sectional Asset Pricing
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Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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An Evaluation of Accounting-Based Measures of Expected Returns
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