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]