Predicting stock returns: A regime-switching combination approach and economic links.

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Oil and the short-term predictability of stock return volatility (2018, background): “These fundamental variables are regularly used in studies of return and volatility forecasting (Rapach et al., 2010; Neely et al., 2014; Christiansen et al., 2012; Zhu and Zhu, 2013).”
Stock return predictability from a mixed model perspective (2020, methodology): “Following Rapach et al. (2013), Zhu and Zhu (2013), and Zhang et al. (2019), we take 1 and 0.9 as discount factor to generate two discount MSPE combination approaches, namely, DMSPE (1) and DMSPE (0.9), respectively.”