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2. Bagging weak predictors. (2021). Hillebrand, Eric ; Wei, Wei ; Lukas, Manuel.
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3. Bagging Weak Predictors. (2020). Hillebrand, Eric ; Wei, Wei ; Lukas, Manuel.
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4. Does modeling a structural break improve forecast accuracy?. (2020). Boot, Tom ; Pick, Andreas.
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5. The dollar, bank leverage and real economic activity: an evolving relationship. (2020). Shin, Hyun Song ; Mihaljek, Dubravko ; Lombardi, Marco ; Erik, Burcu.
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6. Forecasting inflation in Latin America with core measures. (2019). Selaive, Jorge ; Pincheira, Pablo ; Nolazco, Jose ; Pincheira-Brown, Pablo.
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7. Financial conditions and purchasing managers indices: exploring the links. (2019). Shin, Hyun Song ; Mihaljek, Dubravko ; Lombardi, Marco ; Erik, Burcu.
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8. A near optimal test for structural breaks when forecasting under square error loss. (2017). Boot, Tom ; Pick, Andreas.
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9. Forecasting Inflation in Latin America with Core Measures. (2017). Selaive, Jorge ; Pincheira, Pablo ; Nolazco, Jose.
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10. Exchange Rate Predictability in Finite Samples. (2016). Ko, Hsiu-Hsin.
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14. A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal.
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16. Following the Trend: Tracking GDP when Long-Run Growth is Uncertain. (2014). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan.
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17. Bagging Weak Predictors. (2014). Hillebrand, Eric ; Lukas, Manuel.
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18. What does financial volatility tell us about macroeconomic fluctuations?. (2013). Yoldas, Emre ; Senyuz, Zeynep ; Chauvet, Marcelle.
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20. Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2012). Vigfusson, Robert ; Kilian, Lutz.
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1. Deep Learning, Predictability, and Optimal Portfolio Returns. (2021). Baruník, Jozef ; Babiak, Mykola.
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2. What drives stock returns in Japan?. (2019). Liang, Samuel Xin.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-018-0322-7.

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3. Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Adekunle, Wasiu ; Alimi, Wasiu A.
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4. Aggregate Expected Investment Growth and Stock Market Returns. (2018). Li, Jun ; Yu, Jianfeng ; Wang, Huijun.
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5. Long Run Returns Predictability and Volatility with Moving Averages. (2018). Ilomäki, Jukka ; Chang, Chia-Lin ; Ilomaki, Jukka ; Laurila, Hannu.
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6. Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonçalo.
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7. Robust Bond Risk Premia. (2017). Hamilton, James ; Bauer, Michael.
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8. The Decline in Asset Return Predictability and Macroeconomic Volatility. (2017). Palomino, Francisco ; Qian, Charles ; Hsu, Alex.
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9. CAN DEEP MACHINE LEARNING OUTSMART THE MARKET? A COMPARISON BETWEEN ECONOMETRIC MODELLING AND LONG- SHORT TERM MEMORY. (2016). Dezsi, Eva ; Nistor, Ioan Alin.
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10. Stock Return Prediction with Fully Flexible Models and Coefficients. (2016). Fu, Rong ; Byrne, Joseph.
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11. Interdependencies and Causalities in Coupled Financial Networks. (2016). Arai, Yuta ; Fujiwara, Yoshi ; Vodenska, Irena ; Iyetomi, Hiroshi ; Aoyama, Hideaki.
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12. Credit Expansion and Neglected Crash Risk. (2016). Xiong, Wei ; Baron, Matthew.
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13. The information content of the sentiment index. (2016). zhang, xiaoyan ; Xing, Yuhang ; Wang, Yanchu ; Sibley, Steven E.
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14. Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Faria, Gonalo ; Verona, Fabio.
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15. Low-beta investment strategies. (2015). Korn, Olaf ; Kuntz, Laura-Chloe.
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16. Testing the lag structure of assets’ realized volatility dynamics. (2015). Camponovo, Lorenzo ; Audrino, Francesco ; Roth, Constantin .
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17. On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jaewon ; Whitelaw, Robert F. ; Richardson, Matthew P..
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18. Determining what drives stock returns: Proper inference is crucial: Evidence from the UK. (2014). Wohar, Mark ; Ma, Jun.
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19. Speculative Asset Prices (Nobel Prize Lecture). (2014). Shiller, Robert.
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20. Sequential Learning, Predictability, and Optimal Portfolio Returns. (2014). Polson, Nicholas ; Johannes, Michael ; Korteweg, Arthur.
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21. Speculative Asset Prices. (2014). Shiller, Robert.
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22. The Economic Impact of Oil on Industry Portfolios. (2013). Casassus, Jaime ; Higuera, Freddy .
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23. Equity Premia Predictability in the EuroZone. (2013). Silva, Nuno Miguel Barateiro.
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24. Latent Fundamentals Arbitrage with a Mixed Effects Factor Model. (2012). Iquiapaza, Robert ; Bressan, Aureliano ; Gonalves, Andrei Salem .
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25. Credit Spreads and Business Cycle Fluctuations. (2012). Zakrajšek, Egon ; Gilchrist, Simon ; Zakrajsek, Egon.
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26. On the Timing and Pricing of Dividends. (2012). van Binsbergen, Jules ; koijen, ralph ; Brandt, Michael .
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27. On the Risk-Return Tradeoff in the Stock Exchange of Thailand: New Evidence. (2011). Jiranyakul, Komain.
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28. Stock Return Predictability and Oil Prices. (2011). Casassus, Jaime ; Higuera, Freddy .
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29. Stock return predictability and variance risk premia: statistical inference and international evidence. (2011). Zhou, Hao ; Marrone, James ; Bollerslev, Tim ; Xu, Lai.
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30. How does investor sentiment affect stock market crises?Evidence from panel data. (2011). Zouaoui, Mohamed ; Nouyrigat, Genevieve ; Beer, Francisca.
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31. US International Equity Investment and Past and Prospective Returns. (2011). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; Curcuru, Stephanie E..
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32. Mutual Fund Performance: Measurement and Evidence. (2010). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
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33. Credit risk and Disaster risk. (2010). Gourio, Francois.
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34. How does investor sentiment affect stock market crises? Evidence from panel data. (2010). Zouaoui, M. ; Nouyrigat, G. ; Beer, F..
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35. On the Economic Value of Return Predictability. (2010). Han, Yufeng.
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36. Disaster risk and business cycles. (2009). Gourio, Francois.
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37. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2009). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana.
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38. Disasters Risk and Business Cycles. (2009). Gourio, Francois.
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39. The stock market and aggregate employment. (2009). Zhang, Lu ; Chen, Long.
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40. The Term Structures of Equity and Interest Rates. (2009). Wachter, Jessica ; Lettau, Martin.
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41. Investor sentiment and stock returns: Some international evidence. (2009). Schmeling, Maik.
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42. Investor flows and stock market returns. (2009). Zheng, Lu ; Boyer, Brian.
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43. Predictable returns and asset allocation: Should a skeptical investor time the market?. (2009). Wachter, Jessica ; Warusawitharana, Missaka.
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44. The time-varying policy neutral rate in real-time: A predictor for future inflation?. (2009). Horvath, Roman.
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45. Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole. (2008). Santa-Clara, Pedro ; Ferreira, Miguel.
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46. Predictive Systems: Living with Imperfect Predictors. (2008). Stambaugh, Robert ; Pastor, Lubos.
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47. Demographics and fluctuations in Dividend/Price. (2008). Favero, Carlo ; Gozluklu, Arie E. ; Tamoni, Andrea.
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48. Investor sentiment and stock returns: Some international evidence. (2008). Schmeling, Maik.
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49. Estimating the Equity Premium. (2007). Campbell, John.
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50. Long-run risks and financial markets. (2007). Bansal, Ravi.
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