政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/72703
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文筆數/總筆數 : 113648/144635 (79%)
造訪人次 : 51588644      線上人數 : 943
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋
    政大機構典藏 > 商學院 > 財務管理學系 > 期刊論文 >  Item 140.119/72703


    請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/72703


    題名: On the Cross-section of Expected Stock Returns: Fama-French Ten Years Later
    作者: 周冠男
    Chou, Pin-Huang;Chou, Robin K.;Wang, Jane-Sue
    貢獻者: 財管系
    關鍵詞: Fama and French;Size;Book to Market;Cross-sectional Stock Returns;Least Trimmed Squares
    日期: 2004-03
    上傳時間: 2015-01-08 17:57:28 (UTC+8)
    摘要: We examine the explanatory power of size and book-to-market (BM) in the cross-section of stock returns over various sample periods, especially for the period after the papers that highlight the size and BM effects are published. The empirical results indicate that overall the predictive ability of size and BM diminishes for the periods 1982-2001 and 1990-2001, respectively. Further investigation, however, reveals that size effect remains significant in January, and BM remains significant in non-January months even after the 1980s.
    關聯: Finance Letters, 2(1), 18-22.
    資料類型: article
    顯示於類別:[財務管理學系] 期刊論文

    文件中的檔案:

    檔案 描述 大小格式瀏覽次數
    1822.pdf100KbAdobe PDF21526檢視/開啟


    在政大典藏中所有的資料項目都受到原著作權保護.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回饋