tay's as good as cay: Reply
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Bibliographic InfoArticle provided by Elsevier in its journal Finance Research Letters.
Volume (Year): 2 (2005)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/locate/frl
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- Rapach, David E. & Wohar, Mark E., 2006. "In-sample vs. out-of-sample tests of stock return predictability in the context of data mining," Journal of Empirical Finance, Elsevier, vol. 13(2), pages 231-247, March.
- Jeremy Rudd & Karl Whelan, 2006.
"Empirical Proxies for the Consumption-Wealth Ratio,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 9(1), pages 34-51, January.
- Rudd, Jeremy & Whelan, Karl, 2006. "Empirical proxies for the consumption–wealth ratio," Open Access publications from University College Dublin urn:hdl:10197/212, University College Dublin.
- Whelan, Karl, 2006.
"Consumption and expected asset returns without assumptions about unobservables,"
Open Access publications from University College Dublin
urn:hdl:10197/219, University College Dublin.
- Whelan, Karl, 2008. "Consumption and expected asset returns without assumptions about unobservables," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1209-1221, October.
- Whelan, Karl, 2006. "Consumption and Expected Asset Returns without Assumptions About Unobservables," MPRA Paper 5891, University Library of Munich, Germany.
- Whelan, Karl, 2006. "Consumption and Expected Asset Returns Without Assumptions About Unobservables," Research Technical Papers 4/RT/06, Central Bank of Ireland.
- Della Corte, Pasquale & Sarno, Lucio & Valente, Giorgio, 2010. "A century of equity premium predictability and the consumption-wealth ratio: An international perspective," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 313-331, June.
- Hahn, Jaehoon & Lee, Hangyong, 2006. "Interpreting the predictive power of the consumption-wealth ratio," Journal of Empirical Finance, Elsevier, vol. 13(2), pages 183-202, March.
- Benjamin R. Auer, 2012. "Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 232(5), pages 518-544, September.
- Shue-Jen Wu & Wei-Ming Lee, 2012. "Predicting the U.S. bear stock market using the consumption-wealth ratio," Economics Bulletin, AccessEcon, vol. 32(4), pages 3174-3181.
- Gutierrez, Roberto Jr. & Prinsky, Christo A., 2007. "Momentum, reversal, and the trading behaviors of institutions," Journal of Financial Markets, Elsevier, vol. 10(1), pages 48-75, February.
- Ricardo Sousa, 2011. "Building proxies that capture time-variation in expected returns using a VAR approach," Applied Financial Economics, Taylor and Francis Journals, vol. 21(3), pages 147-163.
- Couch, Robert & Wu, Wei, 2012. "Private investment and public equity returns," Journal of Economics and Business, Elsevier, vol. 64(2), pages 160-184.
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