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Book-to-market, dividend yield, and expected market returns: A time-series analysis

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  • Kothari, S. P.
  • Shanken, Jay

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  • 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.
    • Handle: RePEc:eee:jfinec:v:44:y:1997:i:2:p:169-203
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    8. Kandel, Shmuel & Stambaugh, Robert F, 1996. "On the Predictability of Stock Returns: An Asset-Allocation Perspective," Journal of Finance, American Finance Association, vol. 51(2), pages 385-424, June.
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