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Dividend yields and expected stock returns

Journal of Financial Economics · 1988 · Vol. 22(1) · pp. 3–25

Eugene F. Fama✉(University of Chicago)Kenneth R. French(University of Chicago)

Financial Markets and Investment Strategies Corporate Finance and Governance Financial Reporting and Valuation ResearchEconomicsDividendStock (firearms)EconometricsAutocorrelationExpected returnRate of returnFinancial economicsMonetary economicsMathematics

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References

Stock Returns, Real Activity, Inflation, and Money

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Expected stock returns and volatility

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Asset returns and inflation

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Permanent and Temporary Components of Stock Prices

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