STOCK RETURNS AND DIVIDEND YIELDS - SOME MORE EVIDENCE

[1] INVESTMENT PERFORMANCE OF COMMON-STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS - TEST OF EFFICIENT MARKET HYPOTHESIS [J]. JOURNAL OF FINANCE, 1977, 32 (03) : 663 - 682

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

[3] Black Fischer., 1972, CAPITAL ASSET PRICIN, P79

[4] Blume M. E., 1978, CHANGING ROLE INDIVI

[5] BETAS AND THEIR REGRESSION TENDENCIES [J]. JOURNAL OF FINANCE, 1975, 30 (03) : 785 - 795

[6] NEW LOOK AT CAPITAL ASSET PRICING MODEL [J]. JOURNAL OF FINANCE, 1973, 28 (01) : 19 - 33

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

[8] NEW EVIDENCE ON CAPITAL ASSET PRICING MODEL [J]. JOURNAL OF FINANCE, 1978, 33 (03) : 903 - 917

[9] FRIEND I, 1964, AM ECON REV, V54, P656

[10] EFFECT OF PERSONAL TAXES AND DIVIDENDS ON CAPITAL ASSET PRICES - THEORY AND EMPIRICAL-EVIDENCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (02) : 163 - 195

[1] INVESTMENT PERFORMANCE OF COMMON-STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS - TEST OF EFFICIENT MARKET HYPOTHESIS [J]. JOURNAL OF FINANCE, 1977, 32 (03) : 663 - 682

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

[3] Black Fischer., 1972, CAPITAL ASSET PRICIN, P79

[4] Blume M. E., 1978, CHANGING ROLE INDIVI

[5] BETAS AND THEIR REGRESSION TENDENCIES [J]. JOURNAL OF FINANCE, 1975, 30 (03) : 785 - 795

[6] NEW LOOK AT CAPITAL ASSET PRICING MODEL [J]. JOURNAL OF FINANCE, 1973, 28 (01) : 19 - 33

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

[8] NEW EVIDENCE ON CAPITAL ASSET PRICING MODEL [J]. JOURNAL OF FINANCE, 1978, 33 (03) : 903 - 917

[9] FRIEND I, 1964, AM ECON REV, V54, P656

[10] EFFECT OF PERSONAL TAXES AND DIVIDENDS ON CAPITAL ASSET PRICES - THEORY AND EMPIRICAL-EVIDENCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (02) : 163 - 195