Do Sales–Price and Debt–Equity Explain Stock Returns Better than Book–Market and Firm Size?
暂无分享,去创建一个
[1] E. Fama,et al. Common risk factors in the returns on stocks and bonds , 1993 .
[2] S. P. Kothari,et al. Another Look at the Cross-section of Expected Stock Returns , 1995 .
[3] E. Fama,et al. Size and Book-to-Market Factors in Earnings and Returns , 1995 .
[4] Laxminarayan Bhandari,et al. Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence , 1988 .
[5] E. Fama,et al. The Cross‐Section of Expected Stock Returns , 1992 .
[6] B. Lev. ON THE USEFULNESS OF EARNINGS AND EARNINGS RESEARCH: LESSONS AND DIRECTIONS FROM TWO DECADES OF EMPIRICAL RESEARCH , 1989 .
[7] Marc R. Reinganum. Misspecification of capital asset pricing : Empirical anomalies based on earnings' yields and market values , 1981 .