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Dividend yields and expected stock returns, and . Journal of Financial Economics, 22 (1): 3--25 (October 1988)A comparison of futures and forward prices. Journal of Financial Economics, 12 (3): 311--342 (November 1983)The Cross-Section of Expected Stock Returns, and . The Journal of Finance, 47 (2): 427-465 (1992)Common risk factors in the returns on stocks and bonds, and . Journal of Financial Economics, 33 (1): 3-56 (1993)Dissecting Anomalies with a Five-Factor Model, and . SSRN eLibrary, (2014)Dissecting Anomalies, and . The Journal of Finance, 63 (4): 1653-1678 (August 2008)Expected stock returns and volatility, , and . Journal of Financial Economics, 19 (1): 3--29 (September 1987)Were Japanese stock prices too high?, and . Journal of Financial Economics, 29 (2): 337--363 (October 1991)Size and Book-to-Market Factors in Earnings and Returns, and . Journal of Finance, 50 (1): 131-55 (1995)available at http://ideas.repec.org/a/bla/jfinan/v50y1995i1p131-55.html.Stock returns and the weekend effect. Journal of Financial Economics, 8 (1): 55--69 (March 1980)