Habit
Formation, the Cross Section of Stock Returns and the Cash Flow Risk Puzzle
(with Tano Santos).
Labor
Income and Predictable Stock Returns (with Tano Santos), Review
of Financial Studies, 19, Spring 2006 (Lead
Article).
Understanding Predictability,
(with Lior Menzly
and Tano Santos), Journal of Political Economy, 112, 1, February 2004 (Lead
Article), (link
to JPE Electronic Edition.)
Conditional
Betas (with Tano Santos), March 2004.
Related Topics and
Notes
Modeling
Multivariate Processes on the Unit Simplex (with Tano Santos)