<P>1、An unconditional asset-pricing test and the role of firms size as an instrumental variable for risk</P>K. C. Chan and Nai-Fu Chen The Journal of Finance, Vol. 43, No. 2 (Jun., 1988), pp. 309-325   (article consists of 17 pages) Published by: Blackwell Publishing for the American Finance Association 
<P>http://www.jstor.org/pss/2328462</P>
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<P>2、Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings</P>Mark Grinblatt and Sheridan Titman The Journal of Business, Vol. 62, No. 3 (Jul., 1989), pp. 393-416   (article consists of 24 pages) Published by: The University of Chicago Press 
<P>http://www.jstor.org/pss/2353353</P>
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<P>xiexie~~</P>
<P align=right><FONT color=#000066>[此贴子已经被作者于2008-8-1 11:09:57编辑过]</FONT></P>