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Stock return variation and expected dividends : A time-series and cross-sectional analysis

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Kothari, S. P.
Shanken, Jay

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File URL: http://www.sciencedirect.com/science/article/B6VBX-45GNXH6-3/2/2020c8c9e5b06e0e5c4f58133f3acca1
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 31 (1992)
Issue (Month): 2 (April)
Pages: 177-210
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Handle: RePEc:eee:jfinec:v:31:y:1992:i:2:p:177-210

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Web page: http://www.elsevier.com/locate/inca/505576

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  3. Osman Karamustafa & Yakup Kucukkale, 2003. "Long Run Relationships between Stock Market Returns and Macroeconomic Performance: Evidence from Turkey," Finance 0309010, EconWPA. [Downloadable!]
  4. Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2007. "Accruals and Aggregate Stock Market Returns," MPRA Paper 5197, University Library of Munich, Germany. [Downloadable!]
  5. Peter Hecht & Tuomo Vuolteenaho, 2005. "Explaining Returns with Cash-Flow Proxies," NBER Working Papers 11169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Gai, Prasanna & Vause, Nicholas, 2005. "Measuring Investors' Risk Appetite," MPRA Paper 818, University Library of Munich, Germany. [Downloadable!]
  7. Olli Castrén & Trevor Fitzpatrick & Matthias Sydow, 2006. "What drives EU banks’ stock returns? Bank-level evidence using the dynamic dividend-discount model," Working Paper Series 677, European Central Bank. [Downloadable!]
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