References

• 1992The Cross-Section of Expected Stock Returns17,251 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
• 1988Dividend yields and expected stock returns3,574 cited
• 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
• 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
• 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
• 1999Predictive regressions1,614 cited
• 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
• 2004Predicting returns with financial ratios1,002 cited
• 1997Book-to-market, dividend yield, and expected market returns: A time-series analysis763 cited
• 1993Predictable Stock Returns: The Role of Small Sample Bias651 cited
• 1998Earnings and Expected Returns635 cited
• 1998Book-to-market ratios as predictors of market returns571 cited
• 2007The Book‐to‐Price Effect in Stock Returns: Accounting for Leverage355 cited