The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

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

Business conditions and expected returns on stocks and bonds

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

Business, Economics, Finance +12

A Comprehensive Look at The Empirical Performance of Equity Premium Prediction

Ivo Welch, Amit Goyal · Review of Financial Studies · 2007 · 4.1K citations

Business, Economics, Finance +14

Dividend yields and expected stock returns

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

Business, Economics, Finance +14

Automatic Lag Selection in Covariance Matrix Estimation

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

Social Sciences, Business Economics, Economics +11