1Rosenberg, Barr, Kenneth Reid, and Ronald Lanstein, 1985, Persuasive evidence of market inefficiency, Journal of portfolio Managemnt 11, 9 - 17. 被引量:1
2Sharpe. William F., 1964, Capital assel prices: a theory of market equilibrium under conditions of risk, Journal of Finance 19, 425 - 442. 被引量:1
3Sie Ting Lau, Chee Tong Lee., Thomas H. McInish, 2000, Stock returns and beta, firms size, E/P, CF/P, book - to - market, and sales growth: evidence from Singapore. and Malaysia, 12, 207 -222. 被引量:1
4Stattman, Dennis, 1980, Book values and stock returns, The Chicago MBA: A Journal of Selected Papers 4, 25-45. 被引量:1
5Banz, Rolf W., 1981 Anomalies in relationships between securities' yields and yield - surrogates, Journal of Financial Economics 6, 103 - 126. 被引量:1
6Basu, Sanjoy, 1983,The relationship between earnings yield, market value, and return for NYSE common stocks: Further evidence, Journal of Financial Economics 12, 129 - 156. 被引量:1
7DeBondt, Werner F. M., and Richard H. Thaler, 1985, Does the stock market overreact, Journal of Finance 40, 557 - 581. 被引量:1
8Dongcheol Kim, 1997, A reexamination of firm size. book - to - market, and earnings price in the cross - section of expected stock returns, 32,463 - 489. 被引量:1
9Fama, Eugene F., French, Kenneth, R., 1992, The cross- section of expected stock returns, Journal of Finance 47,427-465. 被引量:1
6Achim Z. , Christian K. and Simon J. Regression Models for Count Date in R [ J ]. Journal of statistical software,2008, 27(8). 被引量:1
7Derrien F. and Kecskes A. The Initial Public Offerings of Listed Finns. [J]. The Journal of Finance, 2007, 26(1). 被引量:1
8Haifeng G, Robert B. Duration of IPOs between offering and listing: Cox proportional hazard models. [ J]. Interna-tional Review of Financial Analysis, 2009, 18 (9). 被引量:1
9Ibbotson R G, Jaffe J F. "Hot Issue" market. [J]. The Journal of Finance, 1975, 30(4). 被引量:1
10Ibbotson R G, Sindelar J L, Ritter J R. Initial Public Offerings[ J]. Journal of Applied Corporate Finance, 2005, 1(2). 被引量:1