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1. Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach. (2014). Yaron, Amir ; Song, Dongho ; Schorfheide, Frank.
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2. Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models. (2012). Yu, Jianfeng.
   In: Review of Economic Dynamics.
   RePEc:red:issued:10-230.

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3. The Out of Sample Performance of Long-run Risk Models. (2012). Xie, Biqin ; Ferson, Wayne ; Nallareddy, Suresh K..
   In: NBER Working Papers.
   RePEc:nbr:nberwo:17848.

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4. Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38.

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5. Examining macroeconomic models through the lens of asset pricing. (2012). Hansen, Lars ; Borovička, Jaroslav ; Borovicka, Jaroslav.
   In: Working Paper Series.
   RePEc:fip:fedhwp:wp-2012-01.

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6. Do expected business conditions explain the value premium?. (2012). Fong, Wai Mun.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:15:y:2012:i:2:p:181-206.

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7. Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S. (2011). Sousa, Ricardo.
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   RePEc:nip:nipewp:21/2011.

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8. Temperature, Aggregate Risk, and Expected Returns. (2011). Ochoa, Juan ; Bansal, Ravi.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:17575.

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9. Welfare Costs of Long-Run Temperature Shifts. (2011). Ochoa, Juan ; Bansal, Ravi.
   In: NBER Working Papers.
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10. Price Dividend Ratio Factors : Proxies for Long Run Risk. (2011). Jagannathan, Ravi ; Marakani, Srikant.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17484.

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11. A Model of Momentum. (2011). Zhang, Lu ; Liu, Laura Xiaolei.
    In: NBER Working Papers.
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12. Size, book-to-market ratio and macroeconomic news. (2011). Cenesizoglu, Tolga.
    In: Journal of Empirical Finance.
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13. Investment horizon effect on asset allocation between value and growth strategies. (2011). Kim, Sangbae ; Genay, Ramazan ; In, Francis.
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14. Examining Macroeconomic Models Through the Lens of Asset Pricing. (2011). Hansen, Lars Peter ; Borovicka, Jaroslav.
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15. The consumption-wealth ratio and asset returns: The Euro Area, the UK and the US. (2010). Sousa, Ricardo.
    In: NIPE Working Papers.
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16. The Cross-Section and Time-Series of Stock and Bond Returns. (2010). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; koijen, ralph ; Ralph S. J. Koijen, .
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17. Size, Book-to-Market Ratio and Macroeconomic News. (2010). Cenesizoglu, Tolga.
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18. Sales order backlogs and momentum profits. (2010). Huang, Dayong ; Gu, LI.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1564-1575.

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19. Accounting anomalies and fundamental analysis: An alternative view. (2010). Lewellen, Jonathan.
    In: Journal of Accounting and Economics.
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20. Stock and bond returns with Moody Investors. (2010). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steven R..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:5:p:867-894.

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21. Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations. (2010). Balke, Nathan ; Avdjiev, Stefan.
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22. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2009). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana.
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23. The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia. (2008). Ludvigson, Sydney.
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24. Asset Pricing Tests with Long Run Risks in Consumption Growth. (2008). Constantinides, George ; Ghosh, Anisha.
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25. The Wealth-Consumption Ratio. (2008). Verdelhan, Adrien ; Van Nieuwerburgh, Stijn ; Lustig, Hanno.
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26. Expectations, Shocks, and Asset Returns. (2007). Sousa, Ricardo.
    In: NIPE Working Papers.
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27. Long-Run Risks and Financial Markets. (2007). Bansal, Ravi.
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28. Investor Information, Long-Run Risk, and the Term Structure of Equity. (2007). Ludvigson, Sydney ; Lettau, Martin ; Croce, Mariano.
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29. Long-run risks and financial markets. (2007). Bansal, Ravi.
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30. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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31. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steven R..
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32. Is value premium a proxy for time-varying investment opportunities: some time series evidence. (2006). Yang, Jian ; Guo, Hui.
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33. Interpreting the predictive power of the consumption-wealth ratio. (2006). Hahn, Jaehoon ; Lee, Hangyong.
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34. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steve.
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35. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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36. Firms’ Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Expected Returns. (2006). Gourio, Francois.
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38. Cash-Flow Risk, Discount Risk, and the Value Premium. (2005). Santos, Tano ; Veronesi, Pietro.
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39. Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns. (2005). Favero, Carlo.
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40. Modelos de valoración de activos condicionales: Un panorama comparativo. (2005). Rodriguez, Rosa ; Nieto, Belen.
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41. Risk, uncertainty, and asset prices. (2005). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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42. Operating Leverage,Stock Market Cyclicality,and the Cross-Section of Returns. (2005). Gourio, Francois.
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43. Conditional Betas. (2004). Santos, Tano ; Veronesi, Pietro.
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44. Consumption Risk and Cross-Sectional Returns. (2003). Parker, Jonathan ; Julliard, Christian.
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48. C-CAPM and the Cross-Section of Sharpe Ratios. (2003). Söderlind, Paul.
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49. Two Trees: Asset Price Dynamics Induced by Market Clearing. (2003). Santa-Clara, Pedro ; Longstaff, Francis A..
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50. Housing Collateral, Consumption Insurance and Risk Premia. (2002). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
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