@article{koijen2011predictability,
  title={Predictability of returns and cash flows},
  author={Koijen, Ralph SJ and {Van Nieuwerburgh}, Stijn},
  journal={Annu. Rev. Financ. Econ.},
  volume={3},
  number={1},
  pages={467--491},
  year={2011},
  publisher={Annual Reviews}
}