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Stock return predictability and model uncertainty

. Journal of Financial Economics, 64 (3): 423--458 (June 2002)

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Mutual Funds and Mispriced Stocks., , and . Manag. Sci., 66 (6): 2372-2395 (2020)Stock return predictability and model uncertainty. Journal of Financial Economics, 64 (3): 423--458 (June 2002)Predicting stock returns, and . Journal of Financial Economics, 82 (2): 387--415 (November 2006)Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability., , and . Manag. Sci., 69 (5): 2587-2619 (May 2023)Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective., , and . Manag. Sci., 68 (10): 7658-7681 (2022)Investing in mutual funds when returns are predictable, and . Journal of Financial Economics, 81 (2): 339--377 (August 2006)