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Model uncertainty, thick modelling and the predictability of stock returns
Aiolfi, Marco, (2003)
Die Bedeutung und der Prognosegehalt makroökonomischer Indikatorvariablen für den deutschen Aktienmarkt
Beck, Carlo, (2005)
Does Realized Skewness Predict the Cross-Section of Equity Returns?
Amaya, Diego, (2015)
Option Pricing Via Breakeven Volatility
Hull, Blair, (2021)
A Practitioner's Defense of Return Predictability
Hull, Blair, (2019)
Return Predictability and Market-Timing : A One-Month Model