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2006-07-07

由于要写一篇关于我国基金业的实证分析方面的论文,需要用到FAMA和PETTENGILL的实证检验方法。

但是目前我在网上和我们学校图书馆都未找到。

希望有好心的朋友能够给予帮助,帮忙搜索FAMA和PETTENGILL的经典文献,或者提供以下几篇论文

1.Fama, E. F.&MacBeth,J.D. (1973) "Risk, return and equilibrium", Joumalof Political Economy. 81,607636

2.Chen, N;R. Roll; and S. Ross. "Economic Forces and the Stock Market". Journal of Business, 59 (1986),383一404

3.Iakomshok, J一,and A. Shapiro. `"Systematic Risk. Total risk and Size as Determinants of Stock Market Returns", Journal of Ranking and Finance 10(1986), 115一132

4.Fams,E.,and K. French. "the Cross一section of Expected Stock Returns" Journal of Finance, 47 (1992),427一465

5.Jonathan Fletcher: On the conditional relationship between beta and return in international stock returns. International Review of Financial Analysis, 2000.

6.Pettengill and Mathur: The conditional relation between beta and return, Journal of Financial Quantitative Analysis, 1995.

7.Yen- sheng Huang An empirical test of the risk-return relationship on the Taiwan Stock Exchange, Applied Financial Economics,1997

8.Jean and Montagner: Beta, size and returns: a study on French Stock Exchange Applied Financial Economics,1998

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