以下是引用filan在2006-2-23 23:26:00的发言: Banz.R.W.,1981,”The relationship between return and market value of common stocks”, Journal of financial economics,9,3-18.
Bailey,W.,1994,”Risk and return on China’s new stock Markets: some preliminary evidence”, Journal of pacific-basin finance,2,243-260.
Reinganum, M.R., “The Anomalous Stock Market Behavior of Small Firms in January: Empirical Tests for Tax-Loss Selling Effects,” Journal of Financial Economics, vol. 12, no. 1, January 1983, pp. 189-104
Chan K, Chen N, and Hsieh D.1985.”An exploratory investigation of the firm size effect”. Journal of financial economics 14: 451-471
Gultekin M, Gultekin N. 1983. “Stock market seasonality: international evidence”. Journal of financial economics 12: 469-481
Roll, R., “Vas ist das? The Turn-of- the-Year Effect and the Return Premia of Small Firms,” Journal of Portfolio Management, vol. 9, no. 2, Winter 1983, pp.18-28.
Fama, Eugene F., and Kenneth R. French, 1993, “Common risk factors in the returns on stocks and bonds,” Journal of Financial Economics, 33,3-56
STEHLE, R., 1992. “The Size Effect in the German Stock Market”
拜托搂主,请帮忙找找看,感谢!d
第二篇找不到,先传 第一, 第三,第四篇。