Macroeconomic Variables and South African Stock Return Predictability

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

The arbitrage theory of capital asset pricing

Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations

Business, Economics, Finance +14

An Intertemporal Capital Asset Pricing Model

Robert C. Merton · Econometrica · 1973 · 6.8K citations

Business, Economics, Finance +17

Comparing Predictive Accuracy

Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 4.8K citations

Public Health, Economics, Causal Inference +15

An intertemporal asset pricing model with stochastic consumption and investment opportunities

Douglas T. Breeden · Journal of Financial Economics · 1979 · 2.8K citations

Business, Economics, Finance +16