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Enhancing the Investment Performance of Yield-Based Strategies

https://doi.org/10.2139/ssrn.2051101
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/9781118257333.ch4openalex-extracted
Accounts Payable
inferredcites →https://doi.org/10.1016/0304-405x(76)90026-xopenalex-extracted
Theory of the firm: Managerial behavior, agency costs and ownership structure
inferredcites →https://doi.org/10.1016/j.jacceco.2006.12.002openalex-extracted
Delisting returns and their effect on accounting-based market anomalies
inferredcites →https://doi.org/10.1016/s0304-405x(01)00038-1openalex-extracted
Disappearing dividends: changing firm characteristics or lower propensity to pay?
inferredcites →https://doi.org/10.1016/s0304-405x(99)00041-0openalex-extracted
Predictive regressions
inferredcites →https://doi.org/10.1016/s1386-4181(01)00024-6openalex-extracted
Illiquidity and stock returns: cross-section and time-series effects
inferredcites →https://doi.org/10.1017/cbo9780511609435.005openalex-extracted
Agency costs of free cash flow, corporate finance, and takeovers
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01226.xopenalex-extracted
On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
inferredcites →https://doi.org/10.1287/mnsc.49.5.639.15149openalex-extracted
Predicting the Equity Premium with Dividend Ratios
inferredcites →https://doi.org/10.2139/ssrn.3139180openalex-extracted
inferredcites →https://doi.org/10.1093/rfs/hhaa080openalex-snapshot
Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1016/j.gfj.2016.01.001openalex-snapshot
Stock returns and economic forces—An empirical investigation of Chinese markets
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