投资金融学方面的书籍foassetpricing--referenc.pdfVIP

投资金融学方面的书籍foassetpricing--referenc.pdf

  1. 1、原创力文档(book118)网站文档一经付费(服务费),不意味着购买了该文档的版权,仅供个人/单位学习、研究之用,不得用于商业用途,未经授权,严禁复制、发行、汇编、翻译或者网络传播等,侵权必究。。
  2. 2、本站所有内容均由合作方或网友上传,本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺!文档内容仅供研究参考,付费前请自行鉴别。如您付费,意味着您自己接受本站规则且自行承担风险,本站不退款、不进行额外附加服务;查看《如何避免下载的几个坑》。如果您已付费下载过本站文档,您可以点击 这里二次下载
  3. 3、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等,请点击“版权申诉”(推荐),也可以打举报电话:400-050-0827(电话支持时间:9:00-18:30)。
  4. 4、该文档为VIP文档,如果想要下载,成为VIP会员后,下载免费。
  5. 5、成为VIP后,下载本文档将扣除1次下载权益。下载后,不支持退款、换文档。如有疑问请联系我们
  6. 6、成为VIP后,您将拥有八大权益,权益包括:VIP文档下载权益、阅读免打扰、文档格式转换、高级专利检索、专属身份标志、高级客服、多端互通、版权登记。
  7. 7、VIP文档为合作方或网友上传,每下载1次, 网站将根据用户上传文档的质量评分、类型等,对文档贡献者给予高额补贴、流量扶持。如果你也想贡献VIP文档。上传文档
查看更多
投资金融学方面的书籍foassetpricing--referenc

References Adler, M. and B. Dumas. 1983. International Portfolio Choices and Corporation Finance: A Synthesis, Journal of Finance, 925-984. Altug, S. and P. Labadie. 1994. Dynamic Choice and Asset Markets, Academic Press: San Diego, CA. Arroyo, Cristino R. 1996. Testing a Production-Based Asset Pricing Model, Economic Inquiry, 34, April, 357-377. Balvers, Ronald, Thomas Cosimano and Bill McDonald. 1990. Predicting Stock Returns in an Efficient Market, Journal of Finance, 1109-1128. Balvers, Ronald, John Affleck-Graves, Robert Miller, and Kevin Scanlon. 1993. The Underpricing of Initial Public Offerings: A Theoretical and Empirical Reconsideration of the Adverse Selection Hypothesis, Review of Quantitative Finance and Accounting, 3(2), 221-239. Balvers, Ronald and Douglas Mitchell. 1997. Autocorrelated Returns and Optimal Intertemporal Portfolio Choice, Management Science , 43(11), 1537-1551. Balvers, Ronald and Douglas Mitchell. 2000. Efficient Gradualism in Intertemporal Portfolios. Journal of Economic Dynamics and Control, 24(1), 21-38. Balvers, Ronald, Yangru Wu, and Erik Gilliland. 2000. Mean Reversion across National Stock Markets and Parametric Contrarian Strategies. Journal of Finance , 55(2), 745-772. Banz, R.W. 1981. The Relationship Between Return and Market Value of Common Stocks. Journal of Financial Economics, March, 3-18. Barsky, R. and J. B. De Long. 1993. Why Does the Stock Market Fluctuate, Quarterly Journal of Economics, 291- 312. Basu, Parantap, and Hrishikesh D. Vinod. 1994. Mean Reversion in Stock Prices: Implications from a Production Based Asset Pricing Model. Scandinavian Journal of Economics, 96(1), 51-65. Basu, S. 1977. Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the

文档评论(0)

wnqwwy20 + 关注
实名认证
文档贡献者

该用户很懒,什么也没介绍

版权声明书
用户编号:7014141164000003

1亿VIP精品文档

相关文档