• Banz, Rolf W., and William J. Breen, 1986, Sample dependent results using accounting and market data: Some evidence, Journal of Finance 41, 779793.
  • Fama, Eugene F., 1981, Stock returns, real activity, inflation, and money, American Economic Review 71, 545565.
  • Fama, Eugene F., and Kenneth R. French, 1988, Dividend yields and expected stock returns, Journal of Financial Economics 22, 325.
  • Fama, Eugene F., 1992, The cross-section of expected stock returns, Journal of Finance 47, 427465.
  • Fama, Eugene F., 1993, Common risk factors in the returns on stocks and bonds, Journal of Financial Economics 33, 356.
  • Kothari, S. P., Jay Shanken, and Richard G. Sloan, 1995, Another look at the cross-section of expected stock returns, Journal of Finance 50, 185224.
  • Lakonishok, Josef, Andrei Shleifer, and Robert W. Vishny, 1994, Contrarian investment, extrapolation, and risk, Journal of Finance 49, 15411578.
  • Merton, Robert C., 1973, An intertemporal capital asset pricing model, Econometrica 41, 867887.
  • Penman, Stephen H., 1991, An evaluation of accounting rate of return, Journal of Accounting, Auditing, and Finance 6, 233255.
  • Penman, Stephen H., 1992, The articulation of price-earnings ratios and market-to-book ratios and the evaluation of growth, Working paper, Walter A. Haas School of Business, University of California at Berkeley.
  • Shiller, Robert J., 1984, Stock prices and social dynamics, Brookings Papers on Economic Activity 2, 457510.