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

Journal of Financial Economics

Volumn 44, Issue 2, 1997, Pages 169-203

  Kothari, S P ^a   Shanken, Jay ^a  

^a UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Bayesian; Book to market; Bootstrap; Dividend yield; Expected returns

Indexed keywords

EID: 0031138827     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(97)00002-0     Document Type: Article

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