Forecasting Stock Returns

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Forecasting real estate prices (2012, background): “The portfolio implications of investing in housing have been studied by Ross and Zisler (1991), Goetzmann (1993), Flavin and Yamashita (2002), and Cauley, Pavlov, and Schwartz (2007).”
Optimal Weight Choice for Frequentist Model Average Estimators (2011, methodology): “The third design is based on a model from Pearson and Timmermann (1994), who considered the predictability of excess returns for the Standard and Poor 500 index.”
Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014, unknown): “Numerous studies report evidence of U.S. equity risk premium predictability based on assorted macroeconomic variables, including valuation ratios, interest rates, and interest rate spreads; see Cochrane (2011) and Rapach and Zhou (2013) for recent surveys.”
Do Return Prediction Models Add Economic Value (2012, unknown): “An extensive literature in finance has examined predictability of the mean and variance of stock returns; see Rapach and Zhou (2012) for a recent review.”
Forecasting oil and stock returns with a Qual VAR using over 150 years of data (2017, methodology): “In the process, we add to the literature on forecasting oil and stock prices or returns (see Huntington et al., (2013), Rapach and Zhou (2013) and Narayan and Gupta (2015) for detailed discussions of the literature on forecasting oil and stock prices (returns) respectively).”