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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">[1]</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">题目：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">A unified beta pricing theory</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">作者：</SPAN><B><SPAN lang=EN-US><FONT face="Times New Roman">Gregory Connor</FONT></SPAN></B></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">期刊：</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science/journal/00220531"><STRONG><SPAN style="TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Journal of Economic Theory</FONT></SPAN></STRONG></A><FONT face="Times New Roman"> ,</FONT><A href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%236867%231984%23999659998%23512547%23FLA%23&amp;_cdi=6867&amp;_pubType=J&amp;_auth=y&amp;_acct=C000050170&amp;_version=1&amp;_urlVersion=0&amp;_userid=1021771&amp;md5=5069f0fc085ca600d2aacba87a721107"><FONT face="Times New Roman">Volume 34, Issue 1</FONT></A><FONT face="Times New Roman">, October 1984, Pages 13-31</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">http://www.sciencedirect.com/science/article/B6WJ3-4CYGBT9-N<CHSDATE wst="on" isrocdate="False" islunardate="False" day="2" year="1999" month="3"></CHSDATE>3/2/99<CHSDATE></CHSDATE>c<CHMETCNV wst="on" tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="27527" unitname="a"></CHMETCNV>27527a<CHMETCNV></CHMETCNV>91d78aab0de<CHMETCNV wst="on" tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="94" unitname="F"></CHMETCNV>94f<CHMETCNV></CHMETCNV><CHMETCNV wst="on" tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="9041" unitname="a"></CHMETCNV>9041a<CHMETCNV></CHMETCNV>405d</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">[2]</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">题目：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Risk and return in an equilibrium APT</FONT></SPAN><A name=bm4.1></A><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">；</SPAN><SPAN lang=EN-US><FONT face="Times New Roman"> Application of a new test methodology</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">作者：</SPAN><B><SPAN lang=EN-US><FONT face="Times New Roman">Gregory Connor </FONT></SPAN></B><B><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">，</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Robert A. Korajczyk</FONT></SPAN></B></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">期刊：</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science/journal/0304405X"><STRONG><SPAN style="TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Journal of Financial Economics</FONT></SPAN></STRONG></A><FONT face="Times New Roman"><BR>&nbsp;&nbsp;&nbsp;</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">，</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%235938%231988%23999789997%23306042%23FLP%23&amp;_cdi=5938&amp;_pubType=J&amp;_auth=y&amp;_acct=C000050170&amp;_version=1&amp;_urlVersion=0&amp;_userid=1021771&amp;md5=31c0177e62d04f50077b22659602eecc"><FONT face="Times New Roman">Volume 21, Issue 2</FONT></A><FONT face="Times New Roman">, September 1988, Pages 255-289 </FONT></SPAN><SPAN lang=EN-US style="FONT-SIZE: 12pt; COLOR: black; FONT-FAMILY: 宋体; mso-bidi-font-family: 宋体">
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">链接：</SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">http://www.sciencedirect.com/science?_ob=ArticleURL&amp;_udi=B6VBX-45MFSBH-2B&amp;_user=1021771&amp;_rdoc=1&amp;_fmt=&amp;_orig=search&amp;_sort=d&amp;view=c&amp;_acct=C000050170&amp;_version=1&amp;_urlVersion=0&amp;_userid=1021771&amp;md5=a4fbe81630371cbd8fcb05deabca8208</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">[3]</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">题目：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Components of short-horizon individual security returns</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">作者：</SPAN><B><SPAN lang=EN-US><FONT face="Times New Roman">Jennifer Conrad</FONT></SPAN></B><B><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">，</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Gautam Kaul</FONT></SPAN></B><B><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">，</SPAN></B></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">期刊：</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science/journal/0304405X"><STRONG><SPAN style="TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Journal of Financial Economics</FONT></SPAN></STRONG></A><FONT face="Times New Roman"><BR>&nbsp;&nbsp;&nbsp;</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">，</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%235938%231991%23999709997%23288307%23FLP%23&amp;_cdi=5938&amp;_pubType=J&amp;_auth=y&amp;_acct=C000050170&amp;_version=1&amp;_urlVersion=0&amp;_userid=1021771&amp;md5=6c51cf42afdf0dc80ada173d7e181740"><FONT face="Times New Roman">Volume 29, Issue 2</FONT></A><FONT face="Times New Roman">, October 1991, Pages 365-384</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">链接：</SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">http://www.sciencedirect.com/science/article/B6VBX-458X<CHMETCNV wst="on" tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="2" unitname="C"></CHMETCNV>2C<CHMETCNV></CHMETCNV>6-18/2/ecb1d<CHMETCNV wst="on" tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="7" unitname="F"></CHMETCNV>7f<CHMETCNV></CHMETCNV>641abbde<CHMETCNV wst="on" tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="32" unitname="a"></CHMETCNV>32a<CHMETCNV></CHMETCNV>7696cdea<CHMETCNV wst="on" tcsc="0" numbertype="1" negative="False" hasspace="False" sourcevalue="1346" unitname="F"></CHMETCNV>1346f<CHMETCNV></CHMETCNV>5</FONT></SPAN></P>
<P align=right><FONT color=#000066>[此贴子已经被作者于2008-3-6 15:21:33编辑过]</FONT></P>

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