Stock returns, dividend yield, and book-to-market ratio Article

Jiang, Xiaoquan, Lee, Bong-Soo. (2007). Stock returns, dividend yield, and book-to-market ratio . JOURNAL OF BANKING & FINANCE, 31(2), 455-475. 10.1016/j.jbankfin.2006.07.012

International Collaboration

keywords

  • Business & Economics
  • Business, Finance
  • CROSS-SECTION
  • EARNINGS
  • EXPECTATIONS
  • Economics
  • HYPOTHESIS
  • INFERENCE
  • PRICES
  • RISK
  • Social Sciences
  • TESTS
  • TIME-SERIES
  • VALUATION
  • book-to-market ratio
  • cointegration
  • dividend yield
  • present value model

Digital Object Identifier (DOI)

publisher

  • ELSEVIER

start page

  • 455

end page

  • 475

volume

  • 31

issue

  • 2