Predicting stock returns

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Asset Pricing Models and Financial Market Anomalies (2006, unknown): “In fact, compared to Table 3, the absolute 15 Similarly, Avramov and Chordia (2006) show that optimal portfolios based on time-varying alpha hold stock with high previous year returns.”
Cross-Sectional Return Dispersion and Time Variation in Value and Momentum Premiums (2010, background): “See the following alphabetical list (to name a few): Ahn, Conrad, and Dittmar (2003), Avramov and Chordia (2006), Bulkley and Nawosah (2009), Chordia and Shivakumar (2002), Conrad and Kaul (1998), Cooper, Gutierrez, and Hameed (CGH) (2004), Fama and French (1993), (1996), (1998), (2008), Gomes, Koga”
Hedge Funds, Managerial Skill, and Macroeconomic Variables (2011, methodology): “Such expected utility maximization is a version of the general Bayesian control problem pioneered by Zellner and Chetty (1965) and has been extensively used in portfolio selection problems (see e.g., Pástor (2000), Pástor and Stambaugh (2000), Avramov (2004), and Avramov and Chordia (2006b)).”
Investing in Mutual Funds when Returns are Predictable (2006, unknown): “…this investor allows for the possibility of predictability in fund risk-loadings 3Although we build on methodologies developed by Avramov (2004) and Avramov and Chordia (2005b), our own proposed methodology brings several important new contributions, in part due to the special features of modeling…”