Economic policy uncertainty and stock market activity: Evidence from China

Measuring Economic Policy Uncertainty*

Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.9K citations · Full text

Social Sciences, Economics, Finance +9

Investment Under Uncertainty.

Eduardo S. Schwartz, Avinash Dixit, Robert S. Pindyck · The Journal of Finance · 1994 · 9.9K citations

Business, Business Economics, Economics +16

Automatic Lag Selection in Covariance Matrix Estimation

Whitney K. Newey, Kenneth D. West · The Review of Economic Studies · 1994 · 3.3K citations

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Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?

John Y. Campbell, Samuel B. Thompson · Review of Financial Studies · 2007 · 3K citations · Full text

Business, Economics, Finance +16

Conditional Skewness in Asset Pricing Tests

Campbell R. Harvey, Akhtar R. Siddique · The Journal of Finance · 2000 · 2.9K citations

Business, Economics, Finance +17