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Expected return, realized return, and asset pricing tests
Elton, Edwin J., (1999)
Another look at the cross-section of expected stock returns
Kothari, S. P., (1995)
Do arbitrage pricing models explain the predictability of stock returns?
Ferson, Wayne E., (1995)
The corporate cost of capital and the return on corporate investment
Fama, Eugene F., (1999)
Characteristics, covariances, and average returns : 1929 to 1997
Davis, James L., (2000)
Forecasting profitability and earnings
Fama, Eugene F., (2000)