ACA27038-1E2D-45AA-BC7D-42565962AEA5Advancing Microdata Models and MethodsResearch GrantES/P008909/1924BE15C-91F2-4AAD-941A-3F338324B6AEESRCINCOME_ACTUAL1973403871A47EF-09FB-410F-9491-61562AD466B4Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return predictiond6d7b0d21d87cf6f7974d29e386e7c8fTingting Cheng2018-01-01https://www.cemmap.ac.uk/publication/id/10327Working Paper5c64491452c5c8.16953694