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1. Evaluating Croatian stock index forecasts. (2019). Anelinovi, Mihovil ; Jeri, Silvija Vlah.
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2. Equity Risk Premium and Time Horizon: what do the French secular data say ?. (2019). Prat, Georges ; le Bris, David.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2019-8.

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3. Analysis of the Relationships between Financing and Value of Companies in Tehran Stock Exchange. (2017). Hajian, Mahdi ; SEPEHRI, Fatemeh ; Oghbaee, Fatemeh .
   In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
   RePEc:hur:ijaraf:v:7:y:2017:i:3:p:24-37.

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4. Heteroeneous forecasters and nonlinear expectation formation in US stock market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
   In: FinMaP-Working Papers.
   RePEc:zbw:fmpwps:29.

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5. Heterogeneous forecasters and nonlinear expectation formation in the US stock market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
   In: Kiel Working Papers.
   RePEc:zbw:ifwkwp:1947.

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6. Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
   In: FinMaP-Working Papers.
   RePEc:zbw:fmpwps:11.

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7. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John .
   In: KIER Working Papers.
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8. Equity risk premium and time horizon: What do the U.S. secular data say?. (2013). Prat, Georges.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:34:y:2013:i:c:p:76-88.

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9. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John .
   In: Working Papers in Economics.
   RePEc:cbt:econwp:13/20.

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10. Forecasting stock prices: Do forecasters herd?. (2012). Pierdzioch, Christian ; Rulke, Jan-Christoph .
    In: Economics Letters.
    RePEc:eee:ecolet:v:116:y:2012:i:3:p:326-329.

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11. Equity risk premium and time horizon: what do the U.S. secular data say?. (2012). Prat, Georges.
    In: Working Papers.
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12. Markov Switching Models in Empirical Finance. (2011). Guidolin, Massimo.
    In: Working Papers.
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13. Trade openness and the informational efficiency of emerging stock markets. (2011). Lim, Kian-Ping ; Kim, Jae.
    In: Economic Modelling.
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14. Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence. (2010). Hyde, Stuart ; Guidolin, Massimo ; McMillan, David ; Ono, Sadayuki .
    In: Working Papers.
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15. Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective. (2010). Hyde, Stuart ; Guidolin, Massimo.
    In: Working Papers.
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16. Market efficiency and learning in an artificial stock market: A perspective from Neo-Austrian economics. (2010). Stephens, Christopher R. ; Pardo, Juan Pablo ; Gordillo, Jose Luis ; Benink, Harald A..
    In: Journal of Empirical Finance.
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17. Predictability of Asset Returns and the Efficient Market Hypothesis. (2010). Pesaran, M.
    In: CESifo Working Paper Series.
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18. Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries. (2009). Habibullah, Muzafar Shah ; Abdul Hamid, Baharom ; Baharom, A. H. ; Fong, Kin Hing .
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19. The Information Content of the NCREIF Index. (2009). Li, Jinliang ; Yang, Shiawee X. ; Mooradian, Robert M..
    In: Journal of Real Estate Research.
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20. Non-linear predictability in stock and bond returns: when and where is it exploitable?. (2009). Hyde, Stuart ; Guidolin, Massimo ; McMillan, David ; Ono, Sadayuki .
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21. The impact of macroeconomic indicators on Vietnamese stock prices. (2009). Hussainey, Khaled ; Ngoc, Le Khanh .
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22. Stock Picking via Nonsymmetrically Pruned Binary Decision Trees. (2008). Andriyashin, Anton.
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23. FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER?. (2008). Perote, Javier ; DEL BRIO, ESTHER.
    In: Applied Econometrics and International Development.
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24. ENERGY–GDP RELATIONSHIP: A CAUSAL ANALYSIS FOR THE FIVE COUNTRIES OF SOUTH ASIA. (2008). Asghar, Zahid.
    In: Applied Econometrics and International Development.
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25. Asset pricing and predictability of stock returns in the french market. (2007). Bellalah, Mondher ; Ellouz, Siwar .
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26. Non-linear forecasting of stock returns: Does volume help?. (2007). McMillan, David G..
    In: International Journal of Forecasting.
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27. Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century. (2006). ANNAERT, J. ; VAN HYFTE, W..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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28. Momentum and mean reversion across national equity markets. (2006). Wu, Yangru ; Balvers, Ronald.
    In: Journal of Empirical Finance.
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29. Time variation in the cointegrating relationship between stock prices and economic activity. (2005). McMillan, David.
    In: International Review of Applied Economics.
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30. Are the dynamic linkages between the macroeconomy and asset prices time-varying?. (2005). Guidolin, Massimo ; Ono, Sadayuki .
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31. External habit and the cyclicality of expected stock returns. (2005). Zhang, Harold ; Tallarini, Thomas.
    In: Finance and Economics Discussion Series.
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32. Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper .
    In: International Journal of Forecasting.
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33. Survey Expectations. (2005). Weale, Martin ; Pesaran, M.
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34. A Study of Neo-Austrian Economics using an Artificial Stock Market. (2004). Pardo-Guerra, Juan Pablo ; Stephens, Christopher R. ; Gordillo, Jose Luis ; Benink, Harald A..
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35. Non-linear predictability of UK stock market returns. (2004). McMillan, David.
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36. Financial asset returns, direction-of-change forecasting, and volatility dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
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37. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
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38. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
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39. Mean Reversion on Global Stock Markets. (2002). Wegmann, Patrick ; Drobetz, Wolfgang.
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40. THE CONSUMPTION-WEALTH AND BOOK-TO-MARKET RATIOS IN A DYNAMIC ASSET PRICING CONTEXT. (2002). Nieto, Belen ; Rodriguez-Barrera, Rosa.
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41. Basel II and the German credit crunch?. (2002). Pfnur, Andreas ; Armonat, Stefan .
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42. Financial Asset Returns, Market Timing, and Volatility Dynamics. (2002). Diebold, Francis ; Christoffersen, Peter.
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43. Predicting returns and changes in real activity: evidence from emerging economies. (2001). Rangvid, Jesper .
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44. Volatility and stock prices: implications from a production model of asset pricing. (2001). Basu, Parantap ; Samanta, Prodyot .
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45. An Investment-Growth Asset Pricing Model. (2001). Xing, Yuhang ; Vassalou, Maria ; Li, Qing.
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46. Monetary Policy and the Stock Market: Theory and Empirical Evidence.. (2001). Sellin, Peter.
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47. Stock returns and economic activity: the UK case. (2000). Parikh, Ashok.
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48. Efficient gradualism in intertemporal portfolios. (2000). Balvers, Ronald ; Mitchell, Douglas W..
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49. Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say.. (2000). MacDonald, Ronald.
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50. Personal taxes and the time variation of stock returns - evidence from the UK. (1999). Brealey, Richard A. ; Kwan, Sabrina.
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51. Linfluence des fluctuations boursières sur la performance financière de la firme diversifiée. (1999). Maurer, Frantz.
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52. Economic and Statistical Measures of Forecast Accuracy. (1999). Pesaran, M ; Granger, Clive.
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53. Une évaluation de limportance des anticipations boursières des experts. (1998). Priso, Auguste Mpacko .
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54. Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets. (1998). Worzala, Elaine ; Lizieri, Colin ; Satchell, Steven ; Dacco, Roberto.
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55. Mercado Accionario y Crecimiento Económico en Chile. (1998). Walker, Eduardo.
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56. Monetary Policy and the Stock Market: Theory and Empirical Evidence. (1998). Sellin, Peter.
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57. Le modèle dévaluation des actions confronté aux anticipations des agents informés.. (1996). Prat, Georges.
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58. Formation des anticipations de change : lhypothèse dun processus mixte. (1996). Uctum, Remzi ; Prat, Georges.
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59. A note on GARCH predictable variances and stock market efficiency. (1995). Schwaiger, Walter S. A., .
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60. Expected stock returns, real business activity and consumption smoothing. (1995). Shawky, Hany ; Peng, Yajun.
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61. Stock returns and real activity: A structural approach. (1995). Canova, Fabio ; de Nicolo, Gianni.
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62. La formation des anticipations boursières. (1994). Prat, Georges.
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63. Risk aversion, multivariate proxies and the behavior of asset returns. (1994). Nummelin, Kim .
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64. Equilibrium Asset Pricing Models and Predictability of Excess Returns. (1993). Potter, Simon ; Pesaran, M.
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65. Asset Allocation and Predictability of Real Estate Returns. (1992). Gupta, Manoj ; Bharati, Rakesh.
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