Forecasting the equity premium: Where we stand today

Review of Financial Studies

Volumn 21, Issue 4, 2008, Pages 1453-1454

  Spiegel, Matthew ^a  

^a YALE SCHOOL OF MANAGEMENT   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 49449094282     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhn069     Document Type: Editorial

References (5)

1. Boudoukh, J., M. Richardson, and R. F. Whitelaw. The Myth of Long-Horizon Predictability. The Review of Financial Studies 21(4):1577-1605.
2. Campbell, J. Y., and S. B. Thompson. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? The Review of Financial Studies 21(4):1509-31.
3. Cochrane, J. H. The Dog That Did Not Bark: A Defense of Return Predictability. The Review of Financial Studies 21(4):1533-75.
4. Goyal, A., and I. Welch. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction. The Review of Financial Studies 21(4):1455-1508.
5. Lettau, M., and S. V. Nieuwerburgh. Reconciling the Return Predictability Evidence. The Review of Financial Studies 21(4):1607-52.