Journal of Empirical Finance · 2009 · 69 citations · 37 references
BusinessEconomicsFinanceAsset PricingFinancial EconometricsFinancial EconomicsAsset Return ModelingCapital Asset Pricing ModelInternal Rate Of ReturnInvestmentReturn AnalysisRisk-return AnalysisEquity Return Predictability
37
Dividend yields and expected stock returns
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1988 · 3.7K citations
Long-Term Memory in Stock Market Prices
Andrew W. Lo · Econometrica · 1991 · 1.7K citations · Full text
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