메뉴 건너뛰기




Volumn 55, Issue 1, 1999, Pages 37-48

Equity Style Timing

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0003164857     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v55.n1.2240     Document Type: Review
Times cited : (55)

References (19)
  • 1
    • 0010023511 scopus 로고
    • The Relationship between Return and Market Value of Common Stocks
    • Banz, Rolf W. 1981. "The Relationship between Return and Market Value of Common Stocks." Journal of Financial Economics, vol. 9, no. 1 (March):3-18.
    • (1981) Journal of Financial Economics , vol.9 , Issue.1 MARCH , pp. 3-18
    • Banz, R.W.1
  • 2
    • 0003143713 scopus 로고
    • Diversification Returns and Asset Contributions
    • Booth, David, and Eugene F. Fama. 1992. "Diversification Returns and Asset Contributions." Financial Analysts Journal, vol. 48, no. 3 (May/June):26-32.
    • (1992) Financial Analysts Journal , vol.48 , Issue.3 MAY-JUNE , pp. 26-32
    • Booth, D.1    Fama, E.F.2
  • 4
    • 0002099720 scopus 로고
    • International Value and Growth Stock Returns
    • Capaul, Carol, Ian Rowley, and William F. Sharpe. 1993. "International Value and Growth Stock Returns." Financial Analysts Journal, vol. 49, no. 1 (January/February):27-36.
    • (1993) Financial Analysts Journal , vol.49 , Issue.1 JANUARY-FEBRUARY , pp. 27-36
    • Capaul, C.1    Rowley, I.2    Sharpe, W.F.3
  • 5
    • 84977703403 scopus 로고
    • Fundamentals and Stock Returns in Japan
    • Chan, Louis K.C., Yasushi Hamao, and Josef Lakonishok. 1991. "Fundamentals and Stock Returns in Japan." Journal of Finance, vol. 46, no. 5 (December):1739-64.
    • (1991) Journal of Finance , vol.46 , Issue.5 DECEMBER , pp. 1739-1764
    • Chan, L.K.C.1    Hamao, Y.2    Lakonishok, J.3
  • 6
    • 84977737676 scopus 로고
    • The Cross-Section of Expected Stock Returns
    • Fama, Eugene F., and Kenneth R. French. 1992. "The Cross-Section of Expected Stock Returns." Journal of Finance, vol. 47, no. 2 (June):427-465.
    • (1992) Journal of Finance , vol.47 , Issue.2 JUNE , pp. 427-465
    • Fama, E.F.1    French, K.R.2
  • 7
    • 84944837333 scopus 로고
    • Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress
    • Frydman, Halina, Edward I. Altman, and Duen-Li Kao. 1985. "Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress." Journal of Finance, vol. 40, no. 1 (March):269-291.
    • (1985) Journal of Finance , vol.40 , Issue.1 MARCH , pp. 269-291
    • Frydman, H.1    Altman, E.I.2    Kao, D.-L.3
  • 10
    • 0347787560 scopus 로고    scopus 로고
    • High-Definition Style Rotation
    • Jacobs, Bruce I., and Kenneth N. Levy. 1996. "High-Definition Style Rotation." Journal of Investing, vol. 5, no. 3 (Fall):14-23.
    • (1996) Journal of Investing , vol.5 , Issue.3 FALL , pp. 14-23
    • Jacobs, B.I.1    Levy, K.N.2
  • 11
    • 84993907227 scopus 로고
    • Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
    • Jegadeesh, Narasimhan, and Sheridan Titman. 1993. "Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency." Journal of Finance, vol. 48, no. 1 (March):65-91.
    • (1993) Journal of Finance , vol.48 , Issue.1 MARCH , pp. 65-91
    • Jegadeesh, N.1    Titman, S.2
  • 12
    • 0347157552 scopus 로고
    • Statistical Models in Credit Management
    • Edited by Yong H. Kim. London: JAI Press
    • Kallberg, Jarl, and Duen-Li Kao. 1988. "Statistical Models in Credit Management." In Advances in Working Capital Management. Edited by Yong H. Kim. London: JAI Press.
    • (1988) Advances in Working Capital Management
    • Kallberg, J.1    Kao, D.-L.2
  • 13
    • 0003327292 scopus 로고
    • Stock Market Regularities: A Synthesis of the Evidence and Explanations
    • Edited by E. Dimson. London: Cambridge University Press
    • Keim, Donald B. 1988. "Stock Market Regularities: A Synthesis of the Evidence and Explanations." In Stock Market Anomalies. Edited by E. Dimson. London: Cambridge University Press.
    • (1988) Stock Market Anomalies
    • Keim, D.B.1
  • 15
    • 84993848940 scopus 로고
    • Returns from Investing in Equity Mutual Funds: 1971 to 1991
    • Malkiel, B.G. 1995. "Returns from Investing in Equity Mutual Funds: 1971 to 1991." Journal of Finance, vol. 50, no. 2 (June):549-572.
    • (1995) Journal of Finance , vol.50 , Issue.2 JUNE , pp. 549-572
    • Malkiel, B.G.1
  • 17
    • 84977730469 scopus 로고
    • Portfolio Rebalancing and the Turn-of-the-Year Effect
    • Ritter, Jay R., and Navin Chopra. 1989. "Portfolio Rebalancing and the Turn-of-the-Year Effect." Journal of Finance, vol. 44, no. 1 (March):149-166.
    • (1989) Journal of Finance , vol.44 , Issue.1 MARCH , pp. 149-166
    • Ritter, J.R.1    Chopra, N.2
  • 18
    • 0002624427 scopus 로고
    • Persuasive Evidence of Market Inefficiency
    • Rosenberg, Barr, Kenneth Reid, and Ronald Lanstein. 1985. "Persuasive Evidence of Market Inefficiency." Journal of Portfolio Management, vol. 11, no. 3 (Spring):9-17.
    • (1985) Journal of Portfolio Management , vol.11 , Issue.3 SPRING , pp. 9-17
    • Rosenberg, B.1    Reid, K.2    Lanstein, R.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.