7Daniel K,Titman S,Wei K.C.J."Explaining thecross-section of stock returns in Japan:Factors or Characteristics?". . 1997
8Fama EF,French KR.The cross-section of expected stock returns. The Journal of Finance . 1992
9Fama Eugene F,Kenneth R French.Common risk factors in the returns on stocks and bonds. The Journal of Finance . 1993
10Eugene F Fama,Kenneth R French.Taxes, financing decisions, and firm value. Journal of Finance, The . 1998
二级参考文献54
1[4]Black F. Capital Market Equilibrium With Restricted Borrowing [J]. Journal of Business, 1972,45: 444 ~455
2[5]Chui A C W, Wei K C J. Book-to-market, Firm Size and the Turn-of-the-year Effect: Evidence From Pacific Basin Emerging Markets[J]. Pacific Basin Finance Journal, 1998,6:275~293
3[6]Daniel K, Titman S. Evidence on the Characteristic of Cross Sectional Variation in Stocks Returns[J].Journal of Finance, 1997,52:1~33
4[7]Davis J L, Fama E F, French K R. Characteristics,Covariance and Average Returns: 1929 to 1997[J].Journal of Finance, 2000, 55:389~406
5[8]Drew M E, Veeraraghavan M. Explaining the Crosssection of Stock Returns in the Asian Region[J]. International Quarterly Journal of Finance, 2001, 1:205~221
6[9]Drew M E, Veeraraghavan M. A Test of the FamaFrench Three Factor-factor Model in the Australian Equity Market[J]. Accounting, Accountability and Performance, 200la, 8: 77~ 92
7[10]Fama E F. Efficient Capital Market Ⅱ [J]. Journal of Finance, 1991,46:1575~1617
8[11]Fama E F, French K R. The Cross-section of Expected Stock Returns[J]. Journal of Finance, 1992,47:427~625
9[12]Fama E F, French K R. Common Risk Factors in the Returns on Stocks and Bonds[J]. Journal of Financial Economics, 1993,33 :3~ 56
10[13]Fama E F, French K R. Multifactor Explanations of Asset Pricing Anomalies[J]. Journal of Finance,1996,51:55~84