DIVIDEND YIELDS AND STOCK RETURNS - IMPLICATIONS OF ABNORMAL JANUARY RETURNS

[1] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18

[2] Black F., 1974, J FINANC ECON, V1, P1, DOI DOI 10.1016/0304-405X(74)90006-3

[3] BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT [J]. JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (03) : 387 - 404

[4] STOCK RETURNS AND DIVIDEND YIELDS - SOME MORE EVIDENCE [J]. REVIEW OF ECONOMICS AND STATISTICS, 1980, 62 (04) : 567 - 577

[5] BRENNAN MJ, 1970, NATL TAX J, V23, P417

[6] NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) : 33 - 56

[7] MARGINAL STOCKHOLDER TAX RATES AND CLIENTELE EFFECT [J]. REVIEW OF ECONOMICS AND STATISTICS, 1970, 52 (01) : 68 - 74

[8] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 607 - 636

[9] Gibbons M.R., 1980, THESIS U CHICAGO CHI

[10] TAXATION AND THE STOCK-MARKET VALUATION OF CAPITAL GAINS AND DIVIDENDS - THEORY AND EMPIRICAL RESULTS [J]. JOURNAL OF PUBLIC ECONOMICS, 1980, 14 (02) : 109 - 136

[1] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18

[2] Black F., 1974, J FINANC ECON, V1, P1, DOI DOI 10.1016/0304-405X(74)90006-3

[3] BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT [J]. JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (03) : 387 - 404

[4] STOCK RETURNS AND DIVIDEND YIELDS - SOME MORE EVIDENCE [J]. REVIEW OF ECONOMICS AND STATISTICS, 1980, 62 (04) : 567 - 577

[5] BRENNAN MJ, 1970, NATL TAX J, V23, P417

[6] NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) : 33 - 56

[7] MARGINAL STOCKHOLDER TAX RATES AND CLIENTELE EFFECT [J]. REVIEW OF ECONOMICS AND STATISTICS, 1970, 52 (01) : 68 - 74

[8] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 607 - 636

[9] Gibbons M.R., 1980, THESIS U CHICAGO CHI

[10] TAXATION AND THE STOCK-MARKET VALUATION OF CAPITAL GAINS AND DIVIDENDS - THEORY AND EMPIRICAL RESULTS [J]. JOURNAL OF PUBLIC ECONOMICS, 1980, 14 (02) : 109 - 136