Huang, Chin-Sheng; You, Chun-Fan; Huang, Jiang-Chuan; … - In: Asian Economic and Financial Review 4 (2014) 11, pp. 1607-1621
Studies have shown that, under equally-weighted portfolio returns, dividend-yield strategies often exhibit anomalies in …-factor model and value-weighted measure, the differences between the returns of dividend yield portfolio and the market index still …