This paper is concerned with stochastic linear-quadratic ( LQ) problems in infinite time horizon with control-dependent diffusions and indefinite cost weighting matrices. The classical approach of frequency domain is employed to tackle the problem, starting with the introduction of a frequency characteristic. The equivalence is established among the unique solvability of the LQ problem, the solvability of the associated stochastic Riccati equation, the coercivity of some bilinear form in the Hilbert space of the admissible controls, and the uniformly positive definiteness of the frequency characteristic matrix.