1.Multifactor Explanations of Asset Pricing Anomalies
2.Size and Book-to Market tactors in earnings and returns
3.The Value Premium and the CAPM
4.The Value Premium and the CAPM:the international evidence,
FAMA and FRENCH的几篇文章:
Multifactor Explanations of Asset Pricing Anomalies,EUGENE F. FAMA and KENNETH R. FRENCH
Size and Book-to Market tactors in earnings and returns,EUGENE F. FAMA and KENNETH R. FRENCH
The Value Premium and the CAPM,EUGENE F. FAMA and KENNETH R. FRENCH
The Value Premium and the CAPM:the international evidence,EUGENE F. FAMA and KENNETH R. FRENCH∗
[此贴子已经被作者于2008-9-22 6:34:25编辑过]