مرکز منطقه ای اطلاع رساني علوم و فناوري - Book-to-market, dividend yield, and expected market returns: A time-series analysis

Title of article :

Book-to-market, dividend yield, and expected market returns: A time-series analysis

Author/Authors :

S. P. Kothari، نويسنده , , Jay Shanken، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

169

To page :

203

Keywords :

Dividend yield , Book-to-market , Bootstrap , Expected returns , Bayesian

Journal title :

Journal of Financial Economics

Serial Year :

1997

Journal title :

Journal of Financial Economics

Record number :

257263

Link To Document :