Tài liệu tham khảo |
Loại |
Chi tiết |
1. Basu S., Investment Performance of Common Stocks in Relation to their Price – Earnings Ratio: A Test of the Efficient Market Hypothesis, Journal of Finance, 1977 |
Sách, tạp chí |
Tiêu đề: |
Journal of Finance |
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2. Basu S., Earnings’ Yeild and the Size Effect, Journal of Finance, 1983 |
Sách, tạp chí |
Tiêu đề: |
Journal of Finance |
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3. Brealey and Myers, Principles of Corporate Finance, 7 th Edition, 2003 |
Sách, tạp chí |
Tiêu đề: |
Principles of Corporate Finance |
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4. Bodie, Kane, Marcus, Investments, McGraw-Hill, 5 th Edition, 2001 |
Sách, tạp chí |
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5. Carlstrửm Anders, Karlstrửm Rikard, Sellgren Jakob, Value vs. Growth – A study of portfolio returns on the Stockholm Stock Exchange based on the P/B – and P/E ratios, Bachelor’s thesis in Finance, ệsterlund Urban, 2005 |
Sách, tạp chí |
Tiêu đề: |
Bachelor’s thesis in Finance |
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6. Chan K., Hamao Y., Lakonishok J., Fundamentals and Stock Returns in Japan, Journal of Finance, 1991 |
Sách, tạp chí |
Tiêu đề: |
Journal of Finance |
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7. Chan L.K.C., Jegadeesh N., Lakonishok J. 1996, Momentum Strategies, Journal of Finance, 1996 |
Sách, tạp chí |
Tiêu đề: |
Journal of Finance |
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8. Chu – Sheng Tai, Are Fama – French and Momentum factors really priced, Journal of Multinational Financial Management, Vol. 13, Issue 4-5, 2003, p.359 – 384 |
Sách, tạp chí |
Tiêu đề: |
Journal of Multinational Financial Management |
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9. Eero Patari, Timo Leivo, Performance of the value strategies in the Finish stock markets, Finance School of Business, Lappeenranta University of Technology, ISSN 1450 – 288X, Issue 8, 2009 |
Sách, tạp chí |
Tiêu đề: |
Performance of the value strategies in the Finish stock markets |
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10. Eugene F. Fama and Kenneth R. French, Multifactor Explanations of Asset Pricing Anomalies, The Journal of Finance, Vol. 51, No. 1, 1996, p. 55-84 |
Sách, tạp chí |
Tiêu đề: |
The Journal of Finance |
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11. Fama E. and French K., The Cross-Section of Expected Stock Returns, Journal of Finance, 1992 |
Sách, tạp chí |
Tiêu đề: |
Journal of Finance |
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12. Fama E. and French K., Common Risk Factors in the Returns on Stocks and Bonds, Journal of Financial Economics, 1993 |
Sách, tạp chí |
Tiêu đề: |
Journal of Financial Economics |
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13. Fama E. and French K., Value versus Growth the International Evidence, Journal of Finance, 1998 |
Sách, tạp chí |
Tiêu đề: |
Journal of Finance |
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14. F. Larry Detzel, Is there value in small cap value funds, College of Business Administration, California State University San Marcos, 2008 |
Sách, tạp chí |
Tiêu đề: |
Is there value in small cap value funds |
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15. George A. Anastassiou, Applied Mathematics reviews – Volume 1, 2000 |
Sách, tạp chí |
Tiêu đề: |
Applied Mathematics reviews – Volume 1 |
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16. Hong Xiaoping, Empirical Investigation on CAPM Anomalies in Hong Kong Stock Market, Master’s thesis in Philosophy, Department of Economics and Finance, City University of Hongkong, 2007 |
Sách, tạp chí |
Tiêu đề: |
Empirical Investigation on CAPM Anomalies in Hong Kong Stock Market |
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17. Jegadeesh, Narasimhan, and Sheridan Titman, Return to buying winners and selling losers: Implications for stock market efficiency, Journal of Finance, 1993 |
Sách, tạp chí |
Tiêu đề: |
Journal of Finance |
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18. Josef Lakonishok, Andrei Shleifer, Robert W. Vishny; Contrarian Investment, Extrapolation, and Risk; The Journal of Finance, Vol XLIX, No.5, 1994 |
Sách, tạp chí |
Tiêu đề: |
The Journal of Finance |
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19. Keith S. K. Lam, Frank K. Li, Simon M. S. So, On the Validity of the Augmented Fama – French Four – Factor Model, available at http://ssrn.com/abstract=1343781, 2009 |
Sách, tạp chí |
Tiêu đề: |
On the Validity of the Augmented Fama – French Four – Factor Model |
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20. Louis K.C. Chan and Josef Lakonishok, Value and Growth Investing: Review and Update, Financial Analyst Journal, 2004 |
Sách, tạp chí |
Tiêu đề: |
Financial Analyst Journal |
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