Dividend yields and expected stock returns

Journal of Financial Economics

Volumn 22, Issue 1, 1988, Pages 3-25

  Fama, Eugene F ^a   French, Kenneth R ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0002056097     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(88)90020-7     Document Type: Article

References (22)

1. Anomalies in relationships between securities yields and yield-surrogates
2. The assessment of portfolio performance: An application of portfolio theory
3. Does the stock market overreact?
4. Scientific stock speculation
5. Efficient capital markets A review of theory and empirical work
6. Stock returns, real activity, inflation, and money
7. Permanent and temporary components of stock prices
8. Asset returns and inflation
9. Expected stock returns and volatility
10. Forward exchange rates as optimal predictors of future spot rates An econometric analysis
11. Predicting returns in the stock and bond markets
12. Distribution of incomes of corporations among dividends, retained earnings and taxes
13. Dividends and taxes Some empirical evidence
14. Dividend yields are equity risk premiums
15. Stock prices and social dynamics
16. Does the stock market rationally reflect fundamental values?