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股票预期收益的论文参考文献

参考文献

股票预期收益的论文参考文献

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[2] J. Cochrane. A Cross-Sectional Test of An Investment-based Asset Pricing Model [J]. Journal of Political Economy, 1996,104:572?621

[3]毛小元,陈梦根,杨云红.配股对股票长期收益的影响:基于改进丨:::凶子模型的.研究[J].金融研究.2008,5:114?129

[4] A. Brav,C. Geczy, P. A. Compers . Is the Abnormal Return Following Equity Issuances Anomalous? [J], Journal of Financial Economics, 2000,56:209?249

[5]黄虹,刘f-L我PU:市公司股栗丨"1购行为对股价的影响分析[J].财经iU场.2007.8:27-29

[6] S. Chen, T. Yao, T. Yu, J. Zhang. Asset Growth and Stock Returns: Evidence from Asian Financial Markets [J], Pacific Basin Finance Journal, 2011,19:115-139

[7]喻美.上市公司资本性投资与股票超额回报率关系研究[D].湖南大学,2008

[8]崔舟航.资产增长率与股票收益率之间的负相关关系:资产增长效应在中国股票市场中的实证研究[D].北京大学,2009

[9] J. Berk, R. Green, V. Naik. Valuation and Return Dynamics of New Ventures [J]. Review of Financial Studies, 2004, 17:1-35

[10]L. Zhang. The Value Premium [J]. Journal of Finance, 2005, 60:67-103