The DOI matches its Crossref record; 61 of the 61 references it cites were found in a registry or an index.
Forecasting stock returns under economic constraints
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Citations
Cites
The arbitrage theory of capital asset pricing
Ross, S. A. (1976) · Journal of Economic Theory · doi:10.1016/0022-0531(76)90046-6 · Cited by 7,009
A comprehensive look at the empirical performance of equity premium prediction
Welch, I., & Goyal, A. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm014 · Cited by 3,987
Business conditions and expected returns on stocks and bonds
Fama, E. F., & French, K. R. (1989) · Journal of Financial Economics · doi:10.1016/0304-405x(89)90095-0 · Cited by 3,933
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
Campbell, J. Y., & Shiller, R. J. (1988) · Review of Financial Studies · doi:10.1093/rfs/1.3.195 · Cited by 3,774
Dividend yields and expected stock returns
Fama, E. F., & French, K. R. (1988) · Journal of Financial Economics · doi:10.1016/0304-405x(88)90020-7 · Cited by 3,556
Predicting excess stock returns out of sample: Can anything beat the historical average?
Campbell, J. Y., & Thompson, S. B. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm055 · Cited by 2,919
Approximately normal tests for equal predictive accuracy in nested models
Clark, T. E., & West, K. D. (2007) · Journal of Econometrics · doi:10.1016/j.jeconom.2006.05.023 · Cited by 2,489
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
Campbell, J., & Shiller, R. (1986) · National Bureau of Economic Research · doi:10.3386/w2100 · Cited by 2,425
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
Kim, S., Shepherd, N., & Chib, S. (1998) · Review of Economic Studies · doi:10.1111/1467-937x.00050 · Cited by 2,261
Stock returns and the term structure
Campbell, J. Y. (1987) · Journal of Financial Economics · doi:10.1016/0304-405x(87)90045-6 · Cited by 2,249
Cited by
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
Huang, D., Jiang, F., Tu, J., & Zhou, G. (2015) · Review of Financial Studies · doi:10.1093/rfs/hhu080 · Cited by 1,123
ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?
Chen, J., Tang, G., Zhou, G., & Zhu, W. (2025) · arXiv · doi:10.48550/arxiv.2502.10008 · Cited by 6
Metadata
- Authors
- Pettenuzzo, D., Timmermann, A., & Valkanov, R.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2014-12
- Volume
- 114
- Issue
- 3
- Pages
- 517-553
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3121899771
- Cited by
- 293
- References
- 61
- FWCI
- 32.66
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Forecasting stock returns under economic constraints. https://app.cochat.ai/papers/10.1016/j.jfineco.2014.07.015
- The paper
- Pettenuzzo, D., Timmermann, A., & Valkanov, R. (2014). Forecasting stock returns under economic constraints. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2014.07.015
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
