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Dividend yield strategies in the British stock market
16 references·4 citing·41 second hop
Dividend yield strategies in the British stock market (1997)Dividend yield strategies in the British …A Longer Look at Dividend Yields (1995)A Longer Look at Dividend Yie…The Sharpe Ratio (1994)The Sharpe RatioTesting the Predictive Power of Dividend Yields (1993)Testing the Predictive Power …International Value and Growth Stock Returns (1993)International Value and Growt…Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dividend Yields and Expected …Dividend yields and expected stock returns (1988)Dividend yields and expected …Seasonality in the Risk-Return Relationship: Some International Evidence (1987)Seasonality in the Risk-Retur…Dividend yields and stock returns: Implications of abnormal January returns (1985)Dividend yields and stock ret…Stock market seasonality (1983)Stock market seasonalityThe Effects of Dividends on Common Stock Prices Tax Effects or Information Effects? (1982)The Effects of Dividends on C…Stock Returns and Dividend Yields: Some More Evidence (1980)Stock Returns and Dividend Yi…The effect of personal taxes and dividends on capital asset prices (1979)The effect of personal taxes …INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…The effects of dividend yield and dividend policy on common stock prices and returns (1974)The effects of dividend yield…Mutual Fund Performance (1966)Mutual Fund PerformanceDIVIDEND POLICIES AND COMMON STOCK PRICES (1956)DIVIDEND POLICIES AND COMMON …Investors and dividend yields (2019)Investors and dividend yieldsThe ‘Dogs of the Dow’ strategy revisited: Finnish evidence (2011)The ‘Dogs of the Dow’ strateg…Dividend-Driven Trading Strategies: Evidence from the Warsaw Stock Exchange (2007)Dividend-Driven Trading Strat…Dividend Yield Investment Strategies, the Payout Ratio and Zero-Dividend Stocks (2005)Dividend Yield Investment Str…The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Size-related anomalies and stock return seasonality (1983)The World Price of Covariance Risk (1991)International Asset Pricing and Portfolio Diversification with Time-Varying Risk (1997)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Digesting Anomalies: An Investment Approach (2012)… and the Cross-Section of Expected Returns (2015)Dividend Policy, Growth, and the Valuation of Shares (1961)Asset pricing and the bid-ask spread (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy (1979)Evaluating the Performance of International Mutual Funds (1990)A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques (1994)The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns (2017)The General Theory of Employment, Interest and Money. (1936)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Common risk factors in the returns on stocks and bonds (1993)Persuasive evidence of market inefficiency (1985)Contrarian Investment, Extrapolation, and Risk (1994)Multifactor Explanations of Asset Pricing Anomalies (1996)How to Use Security Analysis to Improve Portfolio Selection (1973)Investment Analysis and Portfolio Management. (1979)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Does it pay to be different? An analysis of the relationship between corporate social and financial performance (2008)Expected stock returns and volatility (1987)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Does the Stock Market Overreact? (1985)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)
this work references cited by second hop

References

  • 1966Mutual Fund Performance4,089 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1994The Sharpe Ratio2,645 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,600 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 1979The effect of personal taxes and dividends on capital asset prices1,255 cited
  • 1974The effects of dividend yield and dividend policy on common stock prices and returns1,002 cited
  • 1983Stock market seasonality590 cited
  • 1982The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects?447 cited
  • 1993International Value and Growth Stock Returns421 cited
  • 1993Testing the Predictive Power of Dividend Yields380 cited
  • 1980Stock Returns and Dividend Yields: Some More Evidence215 cited
  • 1985Dividend yields and stock returns: Implications of abnormal January returns195 cited
  • 1995A Longer Look at Dividend Yields147 cited
  • 1956DIVIDEND POLICIES AND COMMON STOCK PRICES131 cited

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1987
Seasonality in the Risk-Return Relationship: Some International Evidence
84 cited

Cited by

  • 2007Dividend-Driven Trading Strategies: Evidence from the Warsaw Stock Exchange21 cited
  • 2011The ‘Dogs of the Dow’ strategy revisited: Finnish evidence19 cited
  • 2005Dividend Yield Investment Strategies, the Payout Ratio and Zero-Dividend Stocks19 cited
  • 2019Investors and dividend yields12 cited