Bond yield and crude oil prices predictability

A Comprehensive Look at The Empirical Performance of Equity Premium Prediction

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Business, Economics, Finance +14

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

Approximately normal tests for equal predictive accuracy in nested models

Todd E. Clark, Kenneth D. West · Journal of Econometrics · 2006 · 2.4K citations

Computing, Biostatistics, Predictive Analytics +13

Predictive regressions

Robert F. Stambaugh · Journal of Financial Economics · 1999 · 1.7K citations · Full text

Business, Economics, Finance +17

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

David E. Rapach, Jack Strauss, Guofu Zhou · Review of Financial Studies · 2009 · 1.7K citations

Business, Economics, Finance +17