Global weather-based trading strategies

Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches

Mitchell A. Petersen · Review of Financial Studies · 2008 · 11.2K citations · Full text

Social Sciences, 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

Robust Inference With Multiway Clustering

A. Colin Cameron, Jonah B. Gelbach, Douglas L. Miller · Journal of Business and Economic Statistics · 2011 · 3.1K citations

Natural Sciences, Economics, Econometrics +13

… and the Cross-Section of Expected Returns

Campbell R. Harvey, Yan Liu · Review of Financial Studies · 2015 · 2K citations · Full text

Business, Economics, Finance +17

Good Day Sunshine: Stock Returns and the Weather

David Hirshleifer, Tyler Shumway · The Journal of Finance · 2003 · 1.7K citations

Business, Finance, Financial Econometrics +12