메뉴 건너뛰기




Volumn 33, Issue 8, 2007, Pages 574-594

Size, book/market ratio and risk factor returns: evidence from China A-share market

Author keywords

Accounting; Asset valuation; Capital markets; China; Return on investment

Indexed keywords


EID: 85015711214     PISSN: 03074358     EISSN: 17587743     Source Type: Journal    
DOI: 10.1108/03074350710760304     Document Type: Article
Times cited : (18)

References (15)
  • 1
    • 0035649275 scopus 로고    scopus 로고
    • Recovery risk in stock returns
    • Akgun, A. and Gibson, R. (2001), “Recovery risk in stock returns”, Journal of Portfolio Management, Vol. 27 No. 2, pp. 22-32.
    • (2001) Journal of Portfolio Management , vol.27 , Issue.2 , pp. 22-32
    • Akgun, A.1    Gibson, R.2
  • 3
    • 84922463168 scopus 로고
    • Structural and return characteristics of small and large firms
    • Chan, K.C. and Chen, N.F. (1991), “Structural and return characteristics of small and large firms”, Journal of Finance, Vol. 46 No. 4, pp. 1467-84.
    • (1991) Journal of Finance , vol.46 , Issue.4 , pp. 1467-1484
    • Chan, K.C.1    Chen, N.F.2
  • 4
    • 0000232861 scopus 로고
    • An exploratory investigation of the firm size effect
    • Chan, K.C., Chen, N.F. and Hsieh, D. (1985), “An exploratory investigation of the firm size effect”, Journal of Financial Economics, Vol. 14 No. 3, pp. 451-71.
    • (1985) Journal of Financial Economics , vol.14 , Issue.3 , pp. 451-471
    • Chan, K.C.1    Chen, N.F.2    Hsieh, D.3
  • 5
    • 0002014264 scopus 로고    scopus 로고
    • Evidence on the characteristics of cross sectional variation in stock returns
    • Daniel, K. and Titman, S. (1997), “Evidence on the characteristics of cross sectional variation in stock returns”, Journal of Finance, Vol. 50 No. 1, pp. 1-33.
    • (1997) Journal of Finance , vol.50 , Issue.1 , pp. 1-33
    • Daniel, K.1    Titman, S.2
  • 6
    • 84996171637 scopus 로고    scopus 로고
    • An examination of the Fama and French three-factor model using commercially available factors
    • Faff, R. (2001), “An examination of the Fama and French three-factor model using commercially available factors”, Australian Journal of Management, Vol. 26 No. 1, pp. 1-14.
    • (2001) Australian Journal of Management , vol.26 , Issue.1 , pp. 1-14
    • Faff, R.1
  • 7
    • 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, Vol. 47 No. 2, pp. 427-65.
    • (1992) Journal of Finance , vol.47 , Issue.2 , pp. 427-465
    • Fama, E.F.1    French, K.R.2
  • 8
    • 38549147867 scopus 로고
    • Common risk factors in the returns on stocks and bonds
    • Fama, E.F. and French, K.R. (1993), “Common risk factors in the returns on stocks and bonds”, Journal of Financial Economics, Vol. 33 No. 1, pp. 3-56.
    • (1993) Journal of Financial Economics , vol.33 , Issue.1 , pp. 3-56
    • Fama, E.F.1    French, K.R.2
  • 9
    • 84993845943 scopus 로고
    • Size and book-to-market factors in earnings and returns
    • Fama, E.F. and French, K.R. (1995), “Size and book-to-market factors in earnings and returns”, Journal of Finance, Vol. 50 No. 1, pp. 131-55.
    • (1995) Journal of Finance , vol.50 , Issue.1 , pp. 131-155
    • Fama, E.F.1    French, K.R.2
  • 10
    • 0000666375 scopus 로고
    • Financial ratios and the probabilistic prediction of bankruptcy
    • Ohlson, J. (1980), “Financial ratios and the probabilistic prediction of bankruptcy”, Journal of Accounting Research, Vol. 18 No. 1, pp. 109-31.
    • (1980) Journal of Accounting Research , vol.18 , Issue.1 , pp. 109-131
    • Ohlson, J.1
  • 11
    • 85015657148 scopus 로고    scopus 로고
    • Asset pricing in a segmented emerging market
    • Su, D. (2000), “Asset pricing in a segmented emerging market”, Journal of Applied Economics, Vol. 3 No. 2, pp. 387-412.
    • (2000) Journal of Applied Economics , vol.3 , Issue.2 , pp. 387-412
    • Su, D.1
  • 12
    • 0041686206 scopus 로고    scopus 로고
    • The microstructure of the Chinese stock market
    • Xu, C. (2000), “The microstructure of the Chinese stock market”, China Economic Review, Vol. 11 No. 1, pp. 79-97.
    • (2000) China Economic Review , vol.11 , Issue.1 , pp. 79-97
    • Xu, C.1
  • 13
    • 0002880326 scopus 로고    scopus 로고
    • Ownership structure and corporate governance in Chinese stock companies
    • Xu, X. and Wang, Y. (1999), “Ownership structure and corporate governance in Chinese stock companies”, China Economic Review, Vol. 10 No. 1, pp. 75-98.
    • (1999) China Economic Review , vol.10 , Issue.1 , pp. 75-98
    • Xu, X.1    Wang, Y.2
  • 15
    • 18044386745 scopus 로고    scopus 로고
    • Is accounting information value relevant in the emerging Chinese stock market?
    • Chen, C., Chen, S. and Su, X. (2001), “Is accounting information value relevant in the emerging Chinese stock market?”, Journal of International Accounting, Auditing and Taxation, Vol. 10 No. 1, pp. 1-22.
    • (2001) Journal of International Accounting, Auditing and Taxation , vol.10 , Issue.1 , pp. 1-22
    • Chen, C.1    Chen, S.2    Su, X.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.