Volume 21 · Issue 4

July 200813 articles

A Comprehensive Look at The Empirical Performance of Equity Premium Prediction

Ivo Welch · Amit Goyal

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July 2008pp. 1455-1508DOI: 10.1093/rfs/hhm014 ↗

A Note from the Editor

Authors not recorded

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July 2008pp. 1451-1451DOI: 10.1093/rfs/hhn070 ↗

A Theory of Board Control and Size

Milton Harris · Artur Raviv

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July 2008pp. 1797-1832DOI: 10.1093/rfs/hhl030 ↗

Forecasting the Equity Premium: Where We Stand Today

Matthew Spiegel

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July 2008pp. 1453-1454DOI: 10.1093/rfs/hhn069 ↗

How Well Do Institutional Theories Explain Firms’ Perceptions of Property Rights?

Meghana Ayyagari · Asli Demirgüç-Kunt · Vojislav Maksimovic

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July 2008pp. 1833-1871DOI: 10.1093/rfs/hhl032 ↗

Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation

Yuhang Xing

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July 2008pp. 1767-1795DOI: 10.1093/rfs/hhm051 ↗

Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?

John Y. Campbell · Samuel B. Thompson

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July 2008pp. 1509-1531DOI: 10.1093/rfs/hhm055 ↗

Reconciling the Return Predictability Evidence

Martin Lettau · Stijn Van Nieuwerburgh

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July 2008pp. 1607-1652DOI: 10.1093/rfs/hhm074 ↗

The Causal Effect of Mortgage Refinancing on Interest Rate Volatility: Empirical Evidence and Theoretical Implications

Jefferson Duarte

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July 2008pp. 1689-1731DOI: 10.1093/rfs/hhm062 ↗

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

Martin Lettau · Sydney C. Ludvigson · Jessica A. Wachter

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July 2008pp. 1653-1687DOI: 10.1093/rfs/hhm020 ↗

The Dog That Did Not Bark: A Defense of Return Predictability

John H. Cochrane

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July 2008pp. 1533-1575DOI: 10.1093/rfs/hhm046 ↗

The Myth of Long-Horizon Predictability

Jacob Boudoukh · Matthew Richardson · Robert F. Whitelaw

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July 2008pp. 1577-1605DOI: 10.1093/rfs/hhl042 ↗

Why Leverage Affects Pricing

Pegaret Pichler · Alex Stomper · Christine Zulehner

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July 2008pp. 1733-1765DOI: 10.1093/rfs/hhn048 ↗