Do consumption-based asset pricing models explain return predictability?

Do consumption-based asset pricing models explain return predictability?

Marquering, Wessel A., (2006)

An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence

Marquering, Wessel, (1998)

A multivariate nonparametric test for return and volatility timing

Marquering, Wessel, (2004)