1. Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic. (2025). Kappagantula, Akhil Venkatasai ; Anand, Kamesh ; Mishra, Aswini Kumar.
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2. Stock Markets Cycles and Macroeconomic Dynamics. (2024). Vatsa, Puneet ; Upadhyaya, Kamal ; Mixon, Franklin ; Basnet, Hem C.
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3. Forecasting stock prices using a data mining method: Evidence from emerging market. (2023). Mohsan, Tahseen ; Farid, Saqib ; Tashfeen, Rubeena ; Burhan, Arsal.
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4. Financial stabilization policy, market sentiment, and stock market returns. (2023). Yang, Jianlei.
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   RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005566.

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5. COVID-19 Entwined the Dynamic Relationship between Stock Returns and Macroeconomic Variables. (2022). Aziz, Haroon ; Butt, Babar Zaheer ; Malik, Amina.
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   RePEc:rnd:arimbr:v:13:y:2022:i:4:p:11-22.

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6. Time-varying causality between stock prices and macroeconomic fundamentals: Connection or disconnection?. (2022). Fromentin, Vincent.
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7. A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond.
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8. Macroeconomic factors and index option returns. (2017). Lai, Ya-Wen.
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1. Deep Learning, Predictability, and Optimal Portfolio Returns. (2021). Baruník, Jozef ; Babiak, Mykola.
   In: Papers.
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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.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56.

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4. Aggregate Expected Investment Growth and Stock Market Returns. (2018). Li, Jun ; Yu, Jianfeng ; Wang, Huijun.
   In: ADBI Working Papers.
   RePEc:ris:adbiwp:0808.

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5. Long Run Returns Predictability and Volatility with Moving Averages. (2018). Ilomäki, Jukka ; Chang, Chia-Lin ; Ilomaki, Jukka ; Laurila, Hannu.
   In: Risks.
   RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554.

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6. Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonçalo.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242.

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7. Robust Bond Risk Premia. (2017). Hamilton, James ; Bauer, Michael.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:23480.

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8. The Decline in Asset Return Predictability and Macroeconomic Volatility. (2017). Palomino, Francisco ; Qian, Charles ; Hsu, Alex.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2017-50.

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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.
   In: Romanian Economic Business Review.
   RePEc:rau:journl:v:11:y:2016:i:4.1:p:54-73.

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10. Stock Return Prediction with Fully Flexible Models and Coefficients. (2016). Fu, Rong ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:75366.

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11. Interdependencies and Causalities in Coupled Financial Networks. (2016). Arai, Yuta ; Fujiwara, Yoshi ; Vodenska, Irena ; Iyetomi, Hiroshi ; Aoyama, Hideaki.
    In: PLOS ONE.
    RePEc:plo:pone00:0150994.

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12. Credit Expansion and Neglected Crash Risk. (2016). Xiong, Wei ; Baron, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22695.

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13. The information content of the sentiment index. (2016). zhang, xiaoyan ; Xing, Yuhang ; Wang, Yanchu ; Sibley, Steven E.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:62:y:2016:i:c:p:164-179.

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14. Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Faria, Gonalo ; Verona, Fabio.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2016_029.

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15. Low-beta investment strategies. (2015). Korn, Olaf ; Kuntz, Laura-Chloe.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1517.

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16. Testing the lag structure of assets’ realized volatility dynamics. (2015). Camponovo, Lorenzo ; Audrino, Francesco ; Roth, Constantin .
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2015:01.

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17. On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jaewon ; Whitelaw, Robert F. ; Richardson, Matthew P..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20187.

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18. Determining what drives stock returns: Proper inference is crucial: Evidence from the UK. (2014). Wohar, Mark ; Ma, Jun.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:371-390.

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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.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:69:y:2014:i:2:p:611-644.

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21. Speculative Asset Prices. (2014). Shiller, Robert.
    In: American Economic Review.
    RePEc:aea:aecrev:v:104:y:2014:i:6:p:1486-1517.

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22. The Economic Impact of Oil on Industry Portfolios. (2013). Casassus, Jaime ; Higuera, Freddy .
    In: Documentos de Trabajo.
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23. Equity Premia Predictability in the EuroZone. (2013). Silva, Nuno Miguel Barateiro.
    In: GEMF Working Papers.
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24. Latent Fundamentals Arbitrage with a Mixed Effects Factor Model. (2012). Iquiapaza, Robert ; Bressan, Aureliano ; Gonalves, Andrei Salem .
    In: Brazilian Review of Finance.
    RePEc:brf:journl:v:10:y:2012:i:3:p:317-335.

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25. Credit Spreads and Business Cycle Fluctuations. (2012). Zakrajšek, Egon ; Gilchrist, Simon ; Zakrajsek, Egon.
    In: American Economic Review.
    RePEc:aea:aecrev:v:102:y:2012:i:4:p:1692-1720.

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26. On the Timing and Pricing of Dividends. (2012). van Binsbergen, Jules ; koijen, ralph ; Brandt, Michael .
    In: American Economic Review.
    RePEc:aea:aecrev:v:102:y:2012:i:4:p:1596-1618.

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27. On the Risk-Return Tradeoff in the Stock Exchange of Thailand: New Evidence. (2011). Jiranyakul, Komain.
    In: MPRA Paper.
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28. Stock Return Predictability and Oil Prices. (2011). Casassus, Jaime ; Higuera, Freddy .
    In: Documentos de Trabajo.
    RePEc:ioe:doctra:406.

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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.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-52.

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30. How does investor sentiment affect stock market crises?Evidence from panel data. (2011). Zouaoui, Mohamed ; Nouyrigat, Genevieve ; Beer, Francisca.
    In: Working Papers CREGO.
    RePEc:dij:wpfarg:1110304.

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31. US International Equity Investment and Past and Prospective Returns. (2011). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; Curcuru, Stephanie E..
    In: American Economic Review.
    RePEc:aea:aecrev:v:101:y:2011:i:7:p:3440-55.

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32. Mutual Fund Performance: Measurement and Evidence. (2010). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
    In: Financial Markets, Institutions & Instruments.
    RePEc:wly:finmar:v:19:y:2010:i:2:p:95-187.

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33. Credit risk and Disaster risk. (2010). Gourio, Francois.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:112.

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34. How does investor sentiment affect stock market crises? Evidence from panel data. (2010). Zouaoui, M. ; Nouyrigat, G. ; Beer, F..
    In: Post-Print.
    RePEc:hal:journl:halshs-00534754.

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35. On the Economic Value of Return Predictability. (2010). Han, Yufeng.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2010:v:11:i:1:p:1-33.

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36. Disaster risk and business cycles. (2009). Gourio, Francois.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:1176.

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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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    RePEc:nbr:nberwo:15504.

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38. Disasters Risk and Business Cycles. (2009). Gourio, Francois.
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    RePEc:nbr:nberwo:15399.

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39. The stock market and aggregate employment. (2009). Zhang, Lu ; Chen, Long.
    In: NBER Working Papers.
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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.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:394-408.

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42. Investor flows and stock market returns. (2009). Zheng, Lu ; Boyer, Brian.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:1:p:87-100.

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43. Predictable returns and asset allocation: Should a skeptical investor time the market?. (2009). Wachter, Jessica ; Warusawitharana, Missaka.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:148:y:2009:i:2:p:162-178.

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44. The time-varying policy neutral rate in real-time: A predictor for future inflation?. (2009). Horvath, Roman.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:1:p:71-81.

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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.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14571.

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46. Predictive Systems: Living with Imperfect Predictors. (2008). Stambaugh, Robert ; Pastor, Lubos.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13804.

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47. Demographics and fluctuations in Dividend/Price. (2008). Favero, Carlo ; Gozluklu, Arie E. ; Tamoni, Andrea.
    In: Working Papers.
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48. Investor sentiment and stock returns: Some international evidence. (2008). Schmeling, Maik.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-407.

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49. Estimating the Equity Premium. (2007). Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13423.

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50. Long-run risks and financial markets. (2007). Bansal, Ravi.
    In: Review.
    RePEc:fip:fedlrv:y:2007:i:jul:p:283-300:n:v.89no.4.

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