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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)Business conditions and expected returns on stocks and bonds, and . Journal of Financial Economics, 25 (1): 23--49 (November 1989)Commodity own rates, real interest rates, and money supply announcements, and . Journal of Monetary Economics, 18 (1): 3--20 (July 1986)