Stock Return Predictability: Is it There?
Top Cited Papers
- 6 July 2006
- journal article
- Published by Oxford University Press (OUP) in The Review of Financial Studies
- Vol. 20 (3) , 651-707
- https://doi.org/10.1093/rfs/hhl021
Abstract
No abstract availableAll Related Versions
This publication has 55 references indexed in Scilit:
- Efficient tests of stock return predictability☆Journal of Financial Economics, 2006
- Optimal Inference in Regression Models with Nearly Integrated RegressorsEconometrica, 2006
- Expected returns and expected dividend growthPublished by Elsevier ,2005
- Predictive Regressions: A Reduced-Bias Estimation MethodJournal of Financial and Quantitative Analysis, 2004
- Spurious Regressions in Financial Economics?The Journal of Finance, 2003
- Long-horizon regressions: theoretical results and applicationsJournal of Financial Economics, 2003
- Earnings and Expected ReturnsThe Journal of Finance, 1998
- Inference in Time Series Regression When the Order of Integration of a Regressor is UnknownEconometric Theory, 1994
- Explaining the Variance of Price–Dividend RatiosThe Review of Financial Studies, 1992
- Drawing inferences from statistics based on multiyear asset returnsJournal of Financial Economics, 1989