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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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    9. Goetzmann, William Nelson & Jorion, Philippe, 1993. "Testing the Predictive Power of Dividend Yields," Journal of Finance, American Finance Association, vol. 48(2), pages 663-679, June.
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    14. Kothari, S P & Shanken, Jay & Sloan, Richard G, 1995. "Another Look at the Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 50(1), pages 185-224, March.
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