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The Cross-Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence

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References

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1988On the Contrarian Investment Strategy540 cited
1989Earnings Yields, Market Values, and Stock Returns497 cited
1989

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Nonstationary expected returns

475 cited

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2007The Accrual Anomaly: International Evidence322 cited
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1997Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITs?210 cited
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