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Stock returns, dividend yield, and book-to-market ratio

  • Jiang, Xiaoquan
  • Lee, Bong-Soo
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    File URL: http://www.sciencedirect.com/science/article/B6VCY-4M4CN2K-1/2/22855a85eccebb96c95978ab74508031
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    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 31 (2007)
    Issue (Month): 2 (February)
    Pages: 455-475

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    Handle: RePEc:eee:jbfina:v:31:y:2007:i:2:p:455-475
    Contact details of provider: Web page: http://www.elsevier.com/locate/jbf

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    22. Tuomo Vuolteenaho, 2002. "What Drives Firm-Level Stock Returns?," Journal of Finance, American Finance Association, vol. 57(1), pages 233-264, 02.
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    38. Pontiff, Jeffrey & Schall, Lawrence D., 1998. "Book-to-market ratios as predictors of market returns," Journal of Financial Economics, Elsevier, vol. 49(2), pages 141-160, August.
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