The DOI matches its Crossref record; 48 of the 48 references it cites were found in a registry or an index.
Long-horizon regressions: theoretical results and applications
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Citations
Cites
Newey, W. K., & West, K. D. (1987) · Econometrica · doi:10.2307/1913610 · Cited by 16,936
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
Newey, W., & West, K. (1986) · National Bureau of Economic Research · doi:10.3386/t0055 · Cited by 12,278
Spurious regressions in econometrics
Granger, C. W. J., & Newbold, P. (1974) · Journal of Econometrics · doi:10.1016/0304-4076(74)90034-7 · Cited by 6,200
The Econometrics of Financial Markets
Campbell, J. Y., Lo, A. W., & MacKinlay, A. C. (2012) · Princeton University Press eBooks · doi:10.2307/j.ctt7skm5 · Cited by 5,875
The Econometrics of Financial Markets
Campbell, J. Y., Lo, A. W., & MacKinlay, A. C. (1997) · doi:10.1515/9781400830213 · Cited by 5,008
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
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
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
Hansen, L. P., & Hodrick, R. J. (1980) · Journal of Political Economy · doi:10.1086/260910 · Cited by 2,111
Cointegration and Tests of Present Value Models
Campbell, J. Y., & Shiller, R. J. (1987) · Journal of Political Economy · doi:10.1086/261502 · Cited by 2,102
Cited by
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
Stock Return Predictability: Is it There?
Ang, A., & Bekaert, G. (2007) · Review of Financial Studies · doi:10.1093/rfs/hhl021 · Cited by 1,295
The Dog That Did Not Bark: A Defense of Return Predictability
Cochrane, J. H. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm046 · Cited by 1,227
Reconciling the Return Predictability Evidence
Lettau, M., & Van Nieuwerburgh, S. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm074 · Cited by 694
Do industries lead stock markets?
Hong, H., Torous, W., & Valkanov, R. (2007) · Journal of Financial Economics · doi:10.1016/j.jfineco.2005.09.010 · Cited by 666
Self-citation
Metadata
- Authors
- Valkanov, R.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2003-05
- Volume
- 68
- Issue
- 2
- Pages
- 201-232
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2026416204
- Cited by
- 520
- References
- 48
- FWCI
- 43.61
- Type
- journal article
- Language
- en
- Open access
- closed
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- The paper
- Valkanov, R. (2003). Long-horizon regressions: theoretical results and applications. Journal of Financial Economics. https://doi.org/10.1016/s0304-405x(03)00065-5
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.
