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2. Investor attention and cryptocurrency: Evidence from the Bitcoin market. (2021). Zhang, Xing ; Zhu, Panpan ; Zheng, Hao ; Wu, You.
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3. Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Feng, Jiabao ; Wang, Yudong.
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4. Advances in Consumption-Based Asset Pricing: Empirical Tests. (2013). Ludvigson, Sydney C.
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5. Forecasting disconnected exchange rates. (2011). Berge, Travis.
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6. Average correlation and stock market returns. (2010). Pollet, Joshua M. ; Wilson, Mungo.
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7. PORTUGUESE AVERAGE COST OF CAPITAL. (2009). Justino, David ; Mata, Maria Eugenia ; Costa, Jose Carlos .
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8. Nonlinearity, Nonstationarity, and Spurious Forecasts. (2009). Marmer, Vadim.
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9. Predictability and Good Deals in Currency Markets. (2008). Potì, Valerio ; Levich, Richard M. ; Poti, Valerio.
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10. Nonlinearity, nonstationarity, and spurious forecasts. (2008). Marmer, Vadim.
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11. SHOULD OIL PRICES RECEIVE SO MUCH ATTENTION? AN EVALUATION OF THE PREDICTIVE POWER OF OIL PRICES FOR THE U.S. ECONOMY. (2008). Liu, Dandan ; Bachmeier, Lance.
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12. Quantifying the Risk of Deflation. (2007). Kilian, Lutz ; Manganelli, Simone.
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13. Predicting Stock Price Movements: Regressions versus Economists. (2007). Söderlind, Paul.
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14. How useful are historical data for forecasting the long-run equity return distribution?. (2007). McCurdy, Tom ; Maheu, John.
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15. How useful are historical data for forecasting the long-run equity return distribution?. (2007). McCurdy, Tom ; Maheu, John.
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16. How useful are historical data for forecasting the long-run equity return distribution?. (2007). .
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17. Predictive Systems: Living with Imperfect Predictors. (2007). Stambaugh, Robert ; Pastor, Lubos.
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18. The empirical risk-return relation: A factor analysis approach. (2007). Ng, Serena ; Ludvigson, Sydney.
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19. Predictive Systems: Living with Imperfect Predictors. (2007). Stambaugh, Robert ; Pastor, Lubos.
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20. Modeling Financial Return Dynamics by Decomposition. (2007). Gospodinov, Nikolay ; Anatolyev, Stanislav.
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21. Conditional Performance Evaluation for German Mutual Equity Funds. (2007). Zimmermann, Heinz ; Drobetz, Wolfgang ; Bessler, Wolfgang.
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22. On the Economic Link Between Asset Prices and Real Activity. (2007). Rodriguez, Rosa ; Pea, Juan Ignacio.
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23. On the Economic Link Between Asset Prices and Real Activity. (2007). Pea, Juan Ignacio ; Rodriguez, Rosa.
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24. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction. (2006). welch, ivo ; Goyal, Amit.
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25. C-CAPM without Ex Post Data. (2006). Söderlind, Paul.
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26. C-CAPM Refinements and the Cross-Section of Returns. (2006). Söderlind, Paul.
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27. Optimal Portfolio Choice with Annuitization. (2006). Werker, B. J. M., ; Nijman, T E ; Koijen, R. S. J., .
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28. Optimal Portfolio Choice with Annuitization. (2006). Werker, Bas ; Nijman, Theo ; Koijen, R. S. J., ; Werker, B. J. M., .
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29. Reconciling the Return Predictability Evidence. (2006). Van Nieuwerburgh, Stijn ; Lettau, Martin.
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30. Reconciling the Return Predictability Evidence. (2006). Van Nieuwerburgh, Stijn ; Lettau, Martin.
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31. The Dog That Did Not Bark: A Defense of Return Predictability. (2006). Cochrane, John.
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32. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models. (2006). West, Kenneth ; Clark, Todd.
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33. C-CAPM Refinements and the Cross-Section of Returns. (2006). Söderlind, Paul.
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34. Understanding stock return predictability. (2006). Guo, Hui ; Savickas, Robert .
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35. Combining forecasts from nested models. (2006). McCracken, Michael ; Clark, Todd.
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36. Should we expect significant out-of-sample results when predicting stock returns?. (2006). Hjalmarsson, Erik.
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37. Output and expected returns. (2006). Rangvid, Jesper .
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38. Optimal Electoral Timing: Exercise Wisely and You May Live Longer. (2006). Smith, Lones ; Davydov, Dmitry ; Keppo, Jussi.
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39. On the economic link between asset prices and real activity. (2006). Pena, Juan Ignacio ; Rodriguez, Rosa.
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40. Optimal Value and Growth Tilts in Long-Horizon Portfolios. (2006). Viceira, Luis ; Jurek, Jakub W.
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41. The information content of the Bond-Equity Yield Ratio: better than a random walk?. (2006). PETITJEAN, Mikael ; Giot, Pierre.
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42. International stock return predictability: statistical evidence and economic significance. (2006). PETITJEAN, Mikael ; Giot, Pierre.
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43. The Dynamic Relation Between Returns and Idiosyncratic Volatility. (2006). Lee, Bong-Soo ; Jiang, Xiaoquan .
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44. Market Timing And Model Uncertainty: An Exploratory Study For The Swiss Stock Market. (2005). Rey, David.
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45. Approximately normal tests for equal predictive accuracy in nested models. (2005). West, Kenneth ; Clark, Todd.
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1. A Study of yhe Nonlinear Relationships among the U.S. and Asian Stock Markets during Financial Crises. (2013). Hsueh, Shun-Jen ; Hu, Yu-Hau .
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2. A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns. (2010). Jiang, Danling ; Hirshleifer, David.
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3. Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules. (2010). Zhou, Guofu ; Tu, Jun ; Neely, Christopher ; Rapach, David E..
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4. Capital Structure Decisions: Which Factors are Reliably Important?. (2009). Goyal, Vidhan ; Frank, Murray.
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5. Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns. (2009). Jiang, Danling ; Hirshleifer, David.
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6. Macroeconomic Effects of Financial Shocks. (2009). Quadrini, Vincenzo ; Jermann, Urban.
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7. Patterns of International Capital Raisings. (2009). Schmukler, Sergio ; Levine, Ross ; Gozzi, Juan Carlos.
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8. Predicting premiums for the market, size, value, and momentum factors. (2009). Steiner, Michael.
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9. The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy. (2009). Fernandez, Pablo ; Liechtenstein, Heinrich ; Aguirreamalloa, Javier .
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10. Macroeconomic Effects of Financial Shocks. (2009). Jermann, Urban ; Quadrini, Vincenzo.
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11. Leveraged Buyouts and Private Equity. (2009). Stromberg, Per ; Kaplan, Steven.
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12. Patterns of international capital raisings. (2008). Schmukler, Sergio ; Levine, Ross ; Gozzi, Juan Carlos.
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13. Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole. (2008). Santa-Clara, Pedro ; Ferreira, Miguel.
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14. Real and Financial Industry Booms and Busts. (2008). Phillips, Gordon ; Hoberg, Gerard .
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15. A Gap-Filling Theory of Corporate Debt Maturity Choice. (2008). Stein, Jeremy ; Hanson, Samuel ; Greenwood, Robin.
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16. Predicting Stock Market Returns by Combining Forecasts. (2008). Yu, Ip-wing ; Fung, Laurence .
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17. Forecasting aggregate stock returns using the number of initial public offerings as a predictor. (2008). Kolev, Gueorgui I..
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18. Return Predictability under Equilibrium Constraints on the Equity Premium. (2008). Timmermann, Allan ; Pettenuzzo, Davide ; Valkanov, Rossen I..
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19. Stock market misvaluation and corporate investment. (2007). Teoh, Siew Hong ; Hirshleifer, David ; Dong, Ming.
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20. Investor Sentiment in the Stock Market. (2007). Wurgler, Jeffrey ; Baker, Malcolm.
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21. The Role of Debt and Equity Finance over the Business Cycle. (2007). Denhaan, Wouter ; Covas, Francisco ; den Haan, Wouter .
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22. Modeling Financial Return Dynamics by Decomposition. (2007). Gospodinov, Nikolay ; Anatolyev, Stanislav.
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23. Investor Overreaction, Cross-Sectional Dispersion of Firm Valuations, and Expected Stock Returns. (2006). Jiang, Danling.
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24. Short-term market timing using the Bond-Equity Yield Ratio. (2006). PETITJEAN, Mikael ; Giot, Pierre.
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25. International stock return predictability: statistical evidence and economic significance. (2006). PETITJEAN, Mikael ; Giot, Pierre.
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26. Growth to Value: A Difficult Journey for IPOs and Concentrated Industries. (2006). Hoberg, Gerard .
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27. Investor Sentiment and Corporate Finance: Micro and Macro. (2006). Stein, Jeremy ; Lamont, Owen.
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28. Investor Sentiment and Corporate Finance: Micro and Macro. (2005). Stein, Jeremy ; Lamont, Owen.
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29. The Myth of Long-Horizon Predictability. (2005). Boudoukh, Jacob ; Whitelaw, Robert ; Richardson, Matthew.
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30. Motivations for Public Equity Offers: An International Perspective. (2005). Weisbach, Michael ; Kim, Woojin.
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31. Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?. (2005). Campbell, John ; Thompson, Samuel B..
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32. Market Timing And Model Uncertainty: An Exploratory Study For The Swiss Stock Market. (2005). Rey, David.
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33. Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio. (2005). PETITJEAN, Mikael ; Giot, Pierre.
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34. Pseudo Market Timing and Predictive Regressions. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Taliaferro, Ryan.
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35. The Real Effects of Investor Sentiment. (2004). Sapienza, Paola ; Polk, Christopher.
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36. The Stock Market and Investment: Evidence from FDI Flows. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Foley, Fritz C..
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37. Investor Sentiment and the Cross-Section of Stock Returns. (2004). Wurgler, Jeffrey ; Baker, Malcolm.
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38. Why Are Most Funds Open-End? Competition and the Limits of Arbitrage. (2004). Stein, Jeremy.
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39. World Markets for Raising New Capital. (2004). Weisbach, Michael ; Henderson, Brian J. ; Jegadeesh, Narasimhan.
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40. Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature. (2004). Allen, Linda ; Saunders, Anthony.
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41. Le placement privé dans les sociétés ouvertes : dimensions réglementaires, économiques et financières. (2004). Carpentier, Cecile ; Suret, Jean-Marc ; L'Her, Jean-Franois .
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