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Dividend-Yield Based Trading Rules: The Turkish Evidence
1 of 44 checkable references need attention · checked 2026-08-06
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
13 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.1093/rfs/5.3.357
The 43 checked references that resolve
resolves10.2139/ssrn.248488
Instability in the Dividend Policy of the Istanbul Stock Exchange (Ise) Corporations: Evidence from an Emerging Market
resolves10.1016/0165-4101(94)90011-6
Extensions and violations of the statutory SEC form 10-K filing requirements
resolves10.2307/2326304
Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis
resolves10.1016/0304-405X(83)90031-4
The relationship between earnings' yield, market value and return for NYSE common stocks
resolves10.2139/ssrn.315379
Profitability of Contrarian vs Momentum Strategies: Evidence from the Istanbul Stock Exchange
resolves10.1111/j.1540-6261.1987.tb04569.x
Further Evidence On Investor Overreaction and Stock Market Seasonality
resolves10.1006/bare.1999.0115
LONG-TERM STOCK PRICE REVERSALS IN THE UK: EVIDENCE FROM REGRESSION TESTS
resolves10.1111/j.1540-6261.1996.tb05204.x
Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings
resolves10.1111/j.1475-6803.1993.tb00135.x
CONSIDERING DIVIDEND STABILITY IN THE RELATION BETWEEN DIVIDEND YIELDS AND STOCK RETURNS
resolves10.1016/0148-6195(94)90041-8
Short-term price reversals following major price innovations: Additional evidence on market overreaction
resolves10.1111/j.1468-5957.1992.tb00641.x
PERSISTENCE IN UK STOCK MARKET RETURNS: SOME EVIDENCE USING HIGH‐FREQUENCY DATA
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1111/0022-1082.00078
Volume, Volatility, Price, and Profit When All Traders Are Above Average
resolves10.2469/faj.v52.n4.2009
Implications of Herding Behavior for Earnings Estimation, Risk Assessment, and Stock Returns
resolves10.1002/for.3980130402
Forecasting stock returns an examination of stock market trading in the presence of transaction costs
resolves10.1016/s0148-6195(05)80012-8
Dividend yields and stock returns: Evidence from the Tokyo Stock Exchange
The 13 references without a DOI — listed, not checked
no DOI — not checkedComment: The Future of Behavioral Economic Analysis of Law
no DOI — not checkedref8
no DOI — not checkedMarket Efficiency in an Irrational World
no DOI — not checkedAn Investigation of the Day-of-the-Week Effect on Stock Returns in Turkey
no DOI — not checkedDoes the Size Effect Explain the UK Winner-Loser Effect?
no DOI — not checkedDividend-Yield Based Trading Rules and Market Overreaction: The Scandinavian Evidence
no DOI — not checkedIntuitive Predictions: Biases and Corrective Procedures
no DOI — not checkedAre Small Firms Big Performers?
no DOI — not checkedStock Market Anomalies: A Re-assessment Based on the UK Evidence
no DOI — not checkedref45
no DOI — not checkedAn Empirical Test of the Dow Dividend Theory
no DOI — not checkedWindow Dressing, Data Mining, or Data Errors: A Re-examination of the Dogs of the Dow Theory
no DOI — not checkedThe Bayesian Method in the Study of Information Processing, Inferences on Cognitive Psychology
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