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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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    19. Kothari, S. P. & Shanken, Jay, 1997. "Book-to-market, dividend yield, and expected market returns: A time-series analysis," Journal of Financial Economics, Elsevier, vol. 44(2), pages 169-203, May.
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    21. Fama, Eugene F & French, Kenneth R, 1996. " Multifactor Explanations of Asset Pricing Anomalies," Journal of Finance, American Finance Association, vol. 51(1), pages 55-84, March.
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