1Black, Fischer, 1972, Capital market equilibrium with restricted borrowing, Journal of Business 45, 444-455. 被引量:1
2Black, Fischer, Michael C. Jensen, and Myron Scholes, 1972, The capital asset pricing model: some empirical tests, in M. Jensen, ed: Studies in the Theory of Capital Markets (Praeger). 被引量:1
3Fama, Eugene F. , and James MacBeth, 1973, Risk, return, and equilibrium: empirical test, Journal of Political Economy 81, 607 - 636. 被引量:1
4Reinganum, Marc R. , 1981, A new empirical perspective on the CAPM, Journal of Financial and Quantitative Analysis 16, 439-462. 被引量:1
5Lakonishok, Josef, and Alan C. Shapiro, 1986, Systematic risk, total risk, and size as determinants of stock market returns, Journal of Banking and Finance 10, 115 - 132. 被引量:1
6Fama, Eugene F., and Kenneth R. French, 1992, The cross-section of expected stock returns, Journal of Finance , 47, 427-466. 被引量:1
7Banz, Rolf W. , 1981, The relationship between return and market value of common stock, Journal of Financial Economics 9, 3 - 18. 被引量:1
8Bhandar, Laxmi Chand, 1988, Debt/Equity ratio and expected common stock returns: empirical evidence, Journal of Finance 43, 507 - 528. 被引量:1
9Stattman, Dennis, 1980, Book values and stock returns, The Chicago MBA: A Journal of Selected Papers 4.25-45. 被引量:1
10Rasenberg, Barr, Kenneth Reid, and Ronald Lanstein, 1985, persuasive evidence of market inefficiency, Journal of Partfolio Management 11, 9 - 17. 被引量:1