References

• 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
• 1987Expected stock returns and volatility4,147 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
• 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,443 cited
• 1985Stock Returns and the Term Structure2,260 cited
• 1986Predicting returns in the stock and bond markets1,715 cited
• 1999Predictive regressions1,614 cited
• 1990Stock Returns, Expected Returns, and Real Activity1,561 cited
• 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
• 2018Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects1,319 cited
• 2004Market liquidity as a sentiment indicator1,294 cited
• 2004Predicting returns with financial ratios1,002 cited
• 1997Book-to-market, dividend yield, and expected market returns: A time-series analysis763 cited