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Volumn 8, Issue 1, 1997, Pages 1-14

Factors affecting returns across stock markets

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EID: 33845938017     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1044-0283(97)90002-8     Document Type: Article
Times cited : (5)

References (14)
  • 1
    • 84986492388 scopus 로고
    • Regularities in Tokyo exchange security returns: P/E, size, and seasonal influences
    • Aggarwal, R., Rao, R.P., Hiraki, T. Regularities in Tokyo exchange security returns: P/E, size, and seasonal influences. Journal of Financial Research. 13:1990;249-263.
    • (1990) Journal of Financial Research , vol.13 , pp. 249-263
    • Aggarwal, R.1    Rao, R.P.2    Hiraki, T.3
  • 2
    • 0010023511 scopus 로고
    • The relationship between return and market value of common stocks
    • Banz, R.W. The relationship between return and market value of common stocks. Journal of Financial Economics. 9:1981;3-18.
    • (1981) Journal of Financial Economics , vol.9 , pp. 3-18
    • Banz, R.W.1
  • 3
    • 0040197221 scopus 로고
    • The relationship between earnings, market value, and return for NYSE common stocks: Further evidence
    • Basu, S. The relationship between earnings, market value, and return for NYSE common stocks: Further evidence. Journal of Financial Economics. 12:1983;129-156.
    • (1983) Journal of Financial Economics , vol.12 , pp. 129-156
    • Basu, S.1
  • 5
    • 84922463168 scopus 로고
    • Structural and return characteristics of small and large firms
    • Chan, K.C., Chen, N.F. Structural and return characteristics of small and large firms. Journal of Finance. 46:1991;1467-1484.
    • (1991) Journal of Finance , vol.46 , pp. 1467-1484
    • Chan, K.C.1    Chen, N.F.2
  • 7
    • 84977737676 scopus 로고
    • The cross-section of expected stock returns
    • Fama, E.F., French, K.R. The cross-section of expected stock returns. Journal of Finance. 47:1992;427-465.
    • (1992) Journal of Finance , vol.47 , pp. 427-465
    • Fama, E.F.1    French, K.R.2
  • 8
    • 0000928969 scopus 로고
    • Risk, return and equilibrium: Empirical tests
    • Fama, E.F., MacBeth, J. Risk, return and equilibrium: Empirical tests. Journal of Political Economy. 81:1973;607-636.
    • (1973) Journal of Political Economy , vol.81 , pp. 607-636
    • Fama, E.F.1    MacBeth, J.2
  • 9
    • 38249042306 scopus 로고
    • Systematic risk, total risk, and size as determinants of stock market returns
    • Lakonishok, J., Shapiro, A.C. Systematic risk, total risk, and size as determinants of stock market returns. Journal of Banking and Finance. 10:1986;115-132.
    • (1986) Journal of Banking and Finance , vol.10 , pp. 115-132
    • Lakonishok, J.1    Shapiro, A.C.2
  • 10
    • 0003114587 scopus 로고
    • The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
    • Lintner, J. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. Review of Economics and Statistics. 47:1965;13-37.
    • (1965) Review of Economics and Statistics , vol.47 , pp. 13-37
    • Lintner, J.1
  • 13
    • 84980092818 scopus 로고
    • Capital asset-prices: A theory of market equilibrium under conditions of risk
    • Sharpe, W.F. Capital asset-prices: A theory of market equilibrium under conditions of risk. Journal of Finance. 19:1964;425-442.
    • (1964) Journal of Finance , vol.19 , pp. 425-442
    • Sharpe, W.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.