3Bailey, W, Cai, J, Cheung, Y L, and Zheng, Z, 2003, "The Cross-sectional Determinants of Stock Returns in China: Further Evidence on Characteristics, Fac~rs, and Momentum", Working Paper, Cornell University.
4Daniel, Kent D, and Sheridan Titman, 1997, "Evidence on the Characteristics of Cross-sectional Variation in Common Stock Returns",Journal of Finance, 52, 1-33.
5Daniel, Kent D , and Sheridan Titman, 1998, "Characteristics or Covariances?", Journal of Portfolio Management, 24, 24-33.
6Daniel, Kent D, Sheridan Titman, and John Wei, 2001, "Explaining the Cross-section of Stock Returns in Japan: Factors or Characteristics?", Journal of Finance, 56, 743-766.
7Davis, James, Eugene F Fama, and Kenneth R French, 2000,"Characteristics, Covariances, and Average Returns: 19"29-1997",Journal of Finance, 55, 389-406.
8Fama, Eugene F , and Kenneth R French, 1996, "Multifactor Explanations of Asset Pricing Anomalies", Journal of Finance, 51, 55-84.
9Lakonishok, Josef, Andrei Shleifer, and Robert W Vishny, 1994, "Contranian Investment, Extrapolation, and Risk", Journal of Finance,49, 1541-1578.
10Lewellen, Jaonathan, 1999,"The Time-series Relations among Expected Return, Risk, Book-to-market", Jurnal of Financial Economics, 54.
2Alford, A. The Effect of The Set of Comparable Firmson The Accuracy of The Price - Earnings ValuationMethod[ J]. Journal of Accounting Research, 1992,30(1):94-108.
3Aswath. Dynamic Capabilities and The Emergence ofIntra-Industry Differential Firm Performance: InsightsFrom A Simulation Study [ J ]. Strategic ManagementJournal, 1997,24(2):97-125.
4Strichek, D. How to Determine the Value of A Firm.Management Accounting, 1983 (1) : 42-49.