The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Business conditions and expected returns on stocks and bonds
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Citations
Cites
Theory of the Consumption Function
Friedman, M. (1957) · doi:10.1515/9780691188485 · Cited by 3,335
Cited by
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
Self-citationFAMA, E. F. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb04636.x · Cited by 5,350
Self-citationA comprehensive look at the empirical performance of equity premium prediction
Welch, I., & Goyal, A. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm014 · Cited by 3,987
Predicting excess stock returns out of sample: Can anything beat the historical average?
Campbell, J. Y., & Thompson, S. B. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm055 · Cited by 2,919
“Around the same time, several papers pointed out that yields on short- and long-term Treasury and corporate bonds are correlated with subsequent stock returns [Fama and Schwert (1977), Keim and Stambaugh (1986), Campbell (1987), Fama and French (1989) ].”
BackgroundDividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement
Hodrick, R. J. (1992) · Review of Financial Studies · doi:10.1093/rfs/5.3.351 · Cited by 1,523
Metadata
- Authors
- Fama, E. F., & French, K. R.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1989-11
- Volume
- 25
- Issue
- 1
- Pages
- 23-49
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2128475248
- Cited by
- 3,933
- References
- 1
- FWCI
- 41.28
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
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- CoChat. (2026). Citation check: Business conditions and expected returns on stocks and bonds. https://app.cochat.ai/papers/10.1016/0304-405x(89)90095-0
- The paper
- Fama, E. F., & French, K. R. (1989). Business conditions and expected returns on stocks and bonds. Journal of Financial Economics. https://doi.org/10.1016/0304-405x(89)90095-0
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
