Durability of Output and Expected Stock Returns
João Ferreira Gomes, Leonid Kogan, Motohiro Yogo
Journal of Political Economy, vol. 117, 2009, p. 941-986.

Equilibrium Cross Section of Returns
João Ferreira Gomes, Leonid Kogan, Lu Zhang
Journal of Political Economy, vol. 111, 2003, p. 693-792.