Journal of Financial Economics · 2004 · 1K citations · 32 references
BusinessEconomicsFinanceEconometricsFinancial EconometricsFinancial EconomicsAsset Pricing EmpiricsAsset Return ModelingFinancial ForecastingForecast EvaluationBiasesEquity Return PredictabilityFinancial Ratio TestsFinancial Time Series ForecastingPredictive EconometricsPrice-earnings RatioSmall-sample CorrectionsStock Market Returns
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Dividend yields and expected stock returns
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1988 · 3.7K citations
Eugene F. Fama, G. William Schwert · Journal of Financial Economics · 1977 · 2.8K citations
Business, Economics, Asset Pricing +11
Robert F. Stambaugh · Journal of Financial Economics · 1999 · 1.7K citations · Full text