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A股市场FF模型适用性的实证性研究 被引量:2

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摘要 对三因素模型在我国证券市场的适用性问题,即股票期收益率与市场溢价因素、公司规模因素和账面市值比因素的关系问题进行了实证研究。根据我们分析的样本,得出以下结论:总体而言,三因素模型在我国股票市场是适用的,可以作为一个方便实用的工具来帮助投资者对中国股票市场进行分析和预测;
作者 王海龙 张杰
出处 《云南财经大学学报(社会科学版)》 2011年第4期79-81,共3页 Yunan Finance & Economics University Journal of Economics & Management
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