8Cremers, K.J.M. Stock Return Predictability: A Bayesian Model Selec- tion Perspective [J]. Review of Financial Study, 2002,(4).
9Dangl, T, Hailing, M. Predictive Regressions with Time-Varying Coef- ficients[J]. Journal of Financial Economics,2008, (17).
10Hall, A.D., Hwang, S.,Satchell, S. E. Using Bayesian Variable Selec- tion Methods to Choose Style Factors in Global Stock Return Models [J]. Journal of Banking & Finance, 2002,(26).