求资料

每个资料30币，谢谢

Fama, E. (1972), Components of Investment performance, Journal of Finance,

27, pp. 551-567.


Banz, R. 1981. The Relationship between Return and Market Value of Common Stock, Journal of Financial

Economics 9, 3-18.



Basu, S. 1977. Investment Performance of Common Stocks in Relation to their Price-Earnings Ratio: A Test of the Efficient Market Hypothesis, Journal of Finance, 32, June, 663-682.


Fama, E. and K. French. 1993. Common Risk Factors in the Returns of Stocks and Bonds, Journal of Financial Economics 33, 3-56.

Grinblatt, Mark, and Titman, Sheridan. 1989b. Portfolio performance evaluation: Old issues and new insights. Review of Financial Studies 2, no. 3:393-421.

2 The Relationship between Return and Market Value

3 Investment Performance of Common Stocks in Relation to their Price-Earnings Ratio

1 Components of Investment performance

4 Common Risk Factors in the Returns of Stocks and Bonds

最后一篇暂时还没找到哈

4# hjtangcw 这个打不开 无法下载

Portfolio Performance Evaluation: Old Issues and New Insights
Author(s): Mark Grinblatt and Sheridan Titman
Source: The Review of Financial Studies, Vol. 2, No. 3 (1989), pp. 393-421