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Stock return variation and expected dividends

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References

1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
1986Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers17,216 cited
1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
1985Does the Stock Market Overreact?7,569 cited
1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
1989Business conditions and expected returns on stocks and bonds3,934 cited
1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
1988Dividend yields and expected stock returns3,574 cited
1956DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES3,426 cited
1977Asset returns and inflation2,701 cited
1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
1988Stock Prices, Earnings, and Expected Dividends2,457 cited
1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS

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1,822 cited

1986Predicting returns in the stock and bond markets1,715 cited

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2016Two Centuries of Price-Return Momentum105 cited
2007Understanding Stock Price Volatility: The Role of Earnings99 cited
2006Democratic Processes and Financial Markets: Pricing Politics94 cited
2019Can stale oil price news predict stock returns?89 cited
2006The effect of voluntary disclosure, ownership structure and proprietary cost on the return–future earnings relation85 cited
2017The Idiosyncratic Momentum Anomaly84 cited
2010Predicting Stock Market Returns with Aggregate Discretionary Accruals78 cited
2011Why are recommendations optimistic? Evidence from analysts’ coverage initiations78 cited
2005Explaining Returns with Cash-Flow Proxies77 cited
2010Predictability of Returns and Cash Flows77 cited