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We develop a simple error-correction model, based on a well known theory espousedby Benjamin Graham and David Dodd, and others, which presumes stock returns tendto restore an equilibrium relationship between the forecasted earnings yield on commonstocks and the yield on bonds. The estimation uses I/B/E/S analysts forecasts of S&amp;Pearnings. To evaluate the model, we use rolling regressions to obtain out-of-sample forecastsof excess returns. Tests of association show the implicit timing...

Earnings Forecasts and the Predictability of Stock Returns:Evidence from Trading the S&P