Dividend yields and stock returns: Implications of abnormal January returns

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

The effects of dividend yield and dividend policy on common stock prices and returns

1974 • 1,034 citations

Marginal Stockholder Tax Rates and the Clientele Effect

1970 • 922 citations

Biases in computed returns

1983 • 846 citations

TAXES, MARKET VALUATION AND CORPORATE FINANCIAL POLICY

1970 • 832 citations

Dividends and taxes

1978 • 760 citations

Dividends and Taxes: Some Empirical Evidence

1982 • 684 citations

On the exclusion of assets from tests of the two-parameter model

1982 • 532 citations

Multivariate tests of the zero-beta CAPM

1985 • 460 citations

The Ex‐Dividend Day Behavior of Stock Prices: A Re‐Examination of the Clientele Effect

1982 • 436 citations

New evidence on the nature of size-related anomalies in stock prices

1983 • 362 citations

Stock Returns and Dividend Yields: Some More Evidence

1980 • 227 citations

Dividends, Short Selling Restrictions, Tax‐Induced Investor Clienteles and Market Equilibrium

1980 • 200 citations

Test for Tax Effects in the Pricing of Financial Assets

1983 • 30 citations

An analysis of multivariate financial tests

1985 • 19 citations

The interrelation between dividend yields, equity values and stock returns : implications of abnormal January returns

1983 • 7 citations