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Why do dividend yields forecast stock returns?
Timmermann, Allan, (1994)
The prediction of systematic risk
Rosenberg, Barr, (1975)
The restrictions on predictability implied by rational asset pricing models
Kirby, Chris, (1998)
Small sample rank tests with applications to asset pricing
Zhou, Guofu, (1995)
Small sample tests of portfolio efficiency
Zhou, Guofu, (1991)
Asset-pricing tests under alternative distributions
Zhou, Guofu, (1993)