1. Do Country Risks Matter for Tourism efficiency? Evidence from Mediterranean countries. (2025). Frifita, Manel ; Hadhek, Zouhair.
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2. A nonlinear analysis of the impacts of information and communication technologies on environmental quality: A global perspective. (2023). Lee, Chien-Chiang ; Yuan, Zihao.
   In: Energy Economics.
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3. How does export diversification affect income inequality? International evidence. (2022). Lee, Chien-Chiang ; Yuan, Zihao ; Ho, Shan-Ju.
   In: Structural Change and Economic Dynamics.
   RePEc:eee:streco:v:63:y:2022:i:c:p:410-421.

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4. The impact of renewable energy technology innovation on energy poverty: Does climate risk matter?. (2022). Lee, Chien-Chiang ; Yuan, Zihao ; Chang, Yu-Fang.
   In: Energy Economics.
   RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005564.

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5. The impacts of ICTs on tourism development: International evidence based on a panel quantile approach. (2021). Lee, Chien-Chiang ; Chen, Mei-Ping ; Xing, Wenwu ; Wu, Wenmin.
   In: Information Technology & Tourism.
   RePEc:spr:infott:v:23:y:2021:i:4:d:10.1007_s40558-021-00215-4.

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6. Does the green inspiration effect matter for stock returns? Evidence from the Chinese stock market. (2021). Su, Zhi ; Fang, Tong ; Yin, Libo.
   In: Empirical Economics.
   RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01843-1.

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7. The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns. (2021). Lee, Chien-Chiang ; Chen, Mei-Ping.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:71:y:2021:i:c:p:830-852.

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8. Is the Stock Market Efficient? Evidence from Nonlinear Unit Root Tests for Nigeria. (2021). Ojeka-John, Rachael ; Oseni, Ezekiel ; Lawal-Adedoyin, Bukola ; Asaleye, Abiola John.
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9. Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market. (2020). Tan, Siow-Hooi ; Lai, Ming-Ming ; Chong, Lee-Lee ; Tey, Eng-Xin.
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10. An Investigation on Factors Affecting Stock Valuation Using Text Mining for Automated Trading. (2019). Cheng, Xusen ; Meng, Xiangsong ; Huang, Danya ; Li, Chengyao.
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11. Predicting the volatility of the iShares China Large-Cap ETF: What is the role of the SSE 50 ETF?. (2019). Jin, Xuejun ; Luo, Xingguo ; Zhu, Fangfei.
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12. Is Indonesias stock market different when it comes to predictability?. (2019). Narayan, Paresh ; Sharma, Susan Sunila ; Laila, Nisful ; Thuraisamy, Kannan.
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    RePEc:eee:ememar:v:40:y:2019:i:c:8.

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13. Mutual fund flows and investors’ expectations in BRICS economies: Implications for international diversification. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Ghafoor, Abdul.
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14. Are the forecast errors of stock prices related to the degree of accounting conservatism?. (2018). Kuo, Chen-Yin.
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15. A new GARCH model with higher moments for stock return predictability. (2018). Liu, Rui Peng ; Narayan, Paresh Kumar.
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    RePEc:eee:intfin:v:56:y:2018:i:c:p:93-103.

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16. Is stock return predictability time-varying?. (2018). Sharma, Susan ; Narayan, Paresh Kumar ; Devpura, Neluka.
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    RePEc:eee:intfin:v:52:y:2018:i:c:p:152-172.

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17. Stock return predictability: the role of inflation and threshold dynamics. (2017). McMillan, David G.
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18. Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). Tang, Yong ; Guo, Yawei ; You, Wanhai ; Zhu, Huiming.
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19. Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen .
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20. Stock Return Autocorrelations and Predictability in the Chinese Stock Market: Evidence from Threshold Quantile Autoregressive Models. (2016). Xue, Wen-Jun ; Zhang, Li-Wen .
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21. A GARCH model for testing market efficiency. (2016). Westerlund, Joakim ; Narayan, Paresh ; Liu, Ruipeng.
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22. Stock return predictability and determinants of predictability and profits. (2016). Narayan, Paresh ; Bannigidadmath, Deepa.
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23. Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory. (2016). Kuo, Chen-Yin.
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24. Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Phan, Dinh ; Narayan, Paresh ; Phan, Dinh Hoang Bach, .
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2. What drives stock returns in Japan?. (2019). Liang, Samuel Xin.
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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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34. How does investor sentiment affect stock market crises? Evidence from panel data. (2010). Zouaoui, M. ; Nouyrigat, G. ; Beer, F..
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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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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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