Tail risk and return predictability for the Japanese equity market

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

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

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Business conditions and expected returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1989 · 4.2K citations

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A Comprehensive Look at The Empirical Performance of Equity Premium Prediction

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The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

John Y. Campbell, Robert J. Shiller · Review of Financial Studies · 1988 · 4K citations · Full text

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Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1988 · 3.7K citations

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