November 2004

Garratt, Anthony and Robertson, D. and Wright, Stephen (2004) Permanent vs transitory components and economic fundamentals. Working Paper. Birkbeck, University of London, London, UK.

2005

Wright, Stephen and Robertson, D. (2005) Tobin's Q, asymmetric Information and aggregate stock market valuations. Working Paper. Birkbeck, University of London, London, UK.

2006

Wright, Stephen and Robertson, D. (2006) Dividends, total cash flow to shareholders, and predictive return regressions. Review of Economics and Statistics 88 (1), pp. 91-99. ISSN 0034-6535.

Garratt, Anthony and Robertson, D. and Wright, Stephen (2006) Permanent vs transitory components and economic fundamentals. Journal of Applied Econometrics 21 (4), pp. 521-542. ISSN 0883-7252.

April 2008

Alessandri, P. and Robertson, D. and Wright, Stephen (2008) Miller and Modigliani, predictive return regressions and cointegration. Oxford Bulletin of Economics & Statistics 70 (2), pp. 181-207. ISSN 0305-9049.

2009

Robertson, D. and Wright, Stephen (2009) The limits to stock return predictability. Working Paper. Birkbeck, University of London, London, UK.

2011

Wright, Stephen and Robertson, D. (2011) Stambaugh correlations, monkey econometricians and redundant predictors. Working Paper. Birkbeck, University of London, London, UK.

April 2012

Robertson, D. and Wright, Stephen (2012) The predictive space or if x predicts y, what does y tell us about x? Working Paper. Birkbeck College, University of London, London, UK.

July 2018

Mitchell, J. and Robertson, D. and Wright, Stephen (2018) R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. Working Paper. Birkbeck, University of London, London, UK.

2019

Mitchell, J. and Robertson, D. and Wright, Stephen (2019) R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. Journal of Business and Economic Statistics 37 (4), pp. 681-695. ISSN 0735-0015.