@article{publication-15376,
	author={Hammerschmid, Regina and Lohre, Harald},
	doi={10.1016/j.iref.2017.10.021},
	issn={1059-0560},
	journal={International Review of Economics and Finance},
	pages={138-160},
	publisher={Elsevier},
	title={Regime shifts and stock return predictability},
	volume=56,
	year=2018,
}