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Volumn 71, Issue 4, 1998, Pages 501-535

Risk and return of value stocks

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0039066419     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/209755     Document Type: Article
Times cited : (166)

References (12)
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    • Chan, K.C.1    Chen, N.-F.2
  • 2
    • 84922463168 scopus 로고
    • Structural and return characteristics of small and large firms
    • Chan, K. C., and Chen, Nai-fu. 1991. Structural and return characteristics of small and large firms. Journal of Finance 46:1467-84.
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    • Chan, K.C.1    Chen, N.-F.2
  • 3
  • 4
    • 84977703403 scopus 로고
    • Fundamentals and stock returns in Japan
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    • Chan, L.K.C.1    Hamao, Y.2    Lakonishok, J.3
  • 5
    • 0001773898 scopus 로고
    • Changing risk, changing risk premiums and dividend yield effects
    • Chen, Nai-fu; Grundy, Bruce; and Stambaugh, Robert F. 1990. Changing risk, changing risk premiums and dividend yield effects. Journal of Business 63(1):S51-S70.
    • (1990) Journal of Business , vol.63 , Issue.1
    • Chen, N.-F.1    Grundy, B.2    Stambaugh, R.F.3
  • 6
    • 0000496978 scopus 로고
    • Economic forces and the stock market
    • Chen, Nai-fu; Roll, Richard; and Ross, Stephen. 1986. Economic forces and the stock market. Journal of Business 59:383-403.
    • (1986) Journal of Business , vol.59 , pp. 383-403
    • Chen, N.-F.1    Roll, R.2    Ross, S.3
  • 7
    • 0001120384 scopus 로고    scopus 로고
    • Correlations, trades and returns of the Pacific Rim markets
    • Chen, Nai-fu, and Zhang, Feng. 1997. Correlations, trades and returns of the Pacific Rim markets. Pacific Basin Finance Journal 5:559-77.
    • (1997) Pacific Basin Finance Journal , vol.5 , pp. 559-577
    • Chen, N.-F.1    Zhang, F.2
  • 8
    • 84977737676 scopus 로고
    • The cross-section of expected returns
    • Fama, Eugene F., and French, Kenneth R. 1992. The cross-section of expected returns. Journal of Finance 47:427-65.
    • (1992) Journal of Finance , vol.47 , pp. 427-465
    • Fama, E.F.1    French, K.R.2
  • 9
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    • Size and book to market factors in earnings returns
    • Fama, Eugene F., and French, Kenneth R. 1995. Size and book to market factors in earnings returns. Journal of Finance 50:131-55.
    • (1995) Journal of Finance , vol.50 , pp. 131-155
    • Fama, E.F.1    French, K.R.2
  • 10
    • 0013413658 scopus 로고    scopus 로고
    • Multifactor explanations of asset pricing anomalies
    • Fama, Eugene F., and French, Kenneth R. 1996. Multifactor explanations of asset pricing anomalies. Journal of Finance 51:55-84.
    • (1996) Journal of Finance , vol.51 , pp. 55-84
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    • Contrarian investment, extrapolation, and risk
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    • (1994) Journal of Finance , vol.49 , pp. 1541-1578
    • Lakonishok, J.1    Shleifer, A.2    Vishny, R.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.