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Volumn 10, Issue 5, 2003, Pages 307-310

Fundamental variables and the cross-section of expected stock returns: The case of Hong Kong

Author keywords

[No Author keywords available]

Indexed keywords

STOCK MARKET;

EID: 0038405071     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/0003684032000066840     Document Type: Short Survey
Times cited : (7)

References (9)
  • 1
    • 0000172347 scopus 로고
    • Sample dependent results using accounting and market data: Some evidence
    • Banz, R. W. and Breen, W. J. (1986) Sample dependent results using accounting and market data: some evidence, Journal of Finance, 11, 779-93.
    • (1986) Journal of Finance , vol.11 , pp. 779-793
    • Banz, R.W.1    Breen, W.J.2
  • 2
    • 0001306008 scopus 로고
    • The nature and amount of information in cash flows and accruals
    • Bernard, V. L. and Stober, T. L. (1989) The nature and amount of information in cash flows and accruals, Accounting Review, 64, 624-52.
    • (1989) Accounting Review , vol.64 , pp. 624-652
    • Bernard, V.L.1    Stober, T.L.2
  • 3
    • 0037705119 scopus 로고
    • Test on the rationality of professional business forecasters with changing forecast horizons
    • Dabbs, R. E., Smith, K. L, and Brocatto, J. (1990) Test on the rationality of professional business forecasters with changing forecast horizons, Quarterly Journal of Business and Economics, 30, 28-35.
    • (1990) Quarterly Journal of Business and Economics , vol.30 , pp. 28-35
    • Dabbs, R.E.1    Smith, K.L.2    Brocatto, J.3
  • 5
    • 0000928969 scopus 로고
    • Risk, return, and equilibrium: Empirical tests
    • Fama, E. F. and MacBeth, J. D. (1973) Risk, return, and equilibrium: empirical tests, Journal of Political Economy, 81, 607-636.
    • (1973) Journal of Political Economy , vol.81 , pp. 607-636
    • Fama, E.F.1    MacBeth, J.D.2
  • 6
    • 84977737676 scopus 로고
    • The cross section of expected stock returns
    • Fama, E. F. and French K.R. (1992) The cross section of expected stock returns, Journal of Finance, 47, 427-465.
    • (1992) Journal of Finance , vol.47 , pp. 427-465
    • Fama, E.F.1    French, K.R.2
  • 7
    • 0013413658 scopus 로고    scopus 로고
    • Multifactor explanations of asset pricing anomalies
    • Fama, E. F. and French K. R. (1996) Multifactor explanations of asset pricing anomalies, Journal of Finance, 51, 55-84.
    • (1996) Journal of Finance , vol.51 , pp. 55-84
    • Fama, E.F.1    French, K.R.2
  • 9
    • 0038719448 scopus 로고
    • Extreme negative information and the market adjustment process: The case of corporate bankruptcy
    • Schatzberg, J. D. and Reiber, R. P. (1992) Extreme negative information and the market adjustment process: the case of corporate bankruptcy, Quarterly Journal of Business and Economics, 31, 3-21.
    • (1992) Quarterly Journal of Business and Economics , vol.31 , pp. 3-21
    • Schatzberg, J.D.1    Reiber, R.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.