2Amihud Y.Illiquidity and stock returns: Cross-section and time-series effects[].The Journal of Finance.2002
3Fama E G,Macbeth J D.Risk, return, and equilibrium: empirical tests[].Journal of Politics.1973
4French,K. R.Stock Returns and the Weekend Effect[].The Journal of Finance.1980
5Basu S.The relationship between earnings yield, market value, and return for NYSE common stocks: further evidence[].The Journal of Finance.1983
6Blume,ME.Betas and their regression tendencies[].The Journal of Finance.1975
7Estrada,J.The temporal Dimension of Risk[].The Quarterly Review of Economics & Finance.2000
8Black, F.,M. Jensen,and M. Scholes.The Capital Asset Pricing Model: Some Empirical Results[].Studies in the Theory of Capital Markets.1972
9Banz,R.The relationship between return and market value of common stocks[]..1981
10JEGADEESH.NARASIMHAN, and SHERIDAN TITMAN, Returns to buying winners and sellinglosers: Implications for stock market efficiency[].The Journal of Finance.1993
3Eugene F F.The behavior of stock-market prices [J].The Journal of Business,1965,38(1):34-105.
4Basu S.Investment performance of common stocks in relation to their price-earning ratios:a test of the efficient market hypothesis [J].Journal of Finance,1977,32(3):663-682.
5Fuller H L.It’s not higgledy-piggledy growth! [J].The Journal of Portfolio Management,1992,18(2):131-136.
6Penman S H.The articulation of price-earnings ratios and market-to-book ratios and the evaluation of growth [J].Institute of Professional Accounting,1996,34(2):235-259.
7Abraham R.An exploration of earnings whispers forecasts as predictors of stock returns [J].Journal of Economic Studies,2005,32(6):524-539.
8Lewis B.Return of the PE [N].Business Week,2003-04-14(83).
9Robert A W,Robert I.The market P/E ratio,earnings trends,and stock return forecasts [J].Journal of Portfolio Management,2007,33(4):87-101.