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<br/><p>1,&nbsp; Brown, S., and J. Warner, 1985, Using Daily Stock Returns,: The Case of Event Studies, Journal of Financial Economics, 14, 491-495</p><p>2,&nbsp;&nbsp; Carhart, 1997, On Persistence in Mutual Fund Performance, Journal of Finance. 52, 57-82</p><p>3,&nbsp;&nbsp;&nbsp; Roll, R., 1977, A Critique of the Asset Pricing Theory's Tests: Part I: On Past and Potential Testability of Theory, Journal of Financial Economics, 4, 129-176</p>
[此贴子已经被作者于2008-12-24 11:22:15编辑过]