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Loại |
Chi tiết |
| 4. Trần Thị Hải Lý, 2010. Nghiên cứu rủi ro và tỷ suất sinh lợi trên thị trường chứng khoán Việt Nam, Luận án Tiến Sĩ, Trường Đại Học Kinh Tế Thành phố Hồ Chí Minh.II. Tiếng Anh |
Sách, tạp chí |
| Tiêu đề: |
Nghiên cứu rủi ro và tỷ suất sinh lợi trên thị trường chứng khoán Việt Nam |
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| 1. Chris Brooks, 2008. Introductory econometrics for Finance.2 nd edition. New York: Cambridge university press |
Sách, tạp chí |
| Tiêu đề: |
Introductory econometrics for Finance |
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| 2. Eugene F. Fama and Kenneth R. French, 1993. Common risk factor in stock and bond returns. Journal of Financial Economics, 33: 3-56. North-Holland 3. Eugene F. Fama and Kenneth R. French, 1993. Size and book-to-market factorsin earnings and returns. The journal of finance, vol.L, No.1 (Mar. 1995): 131- 155 |
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| Tiêu đề: |
Journal of Financial Economics", 33: 3-56. North-Holland 3. Eugene F. Fama and Kenneth R. French, 1993. Size and book-to-market factors in earnings and returns. "The journal of finance |
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| 4. Eugene F. Fama and Kenneth R. French, 1998. Value versus growth: The international evidence. Journal of finance, Vol. LIII, No. 6: 1975-1999 |
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Journal of finance |
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| 5. Gilbert V. Nartea et al., 2009. Size, BM, and momentum effects and the robustness of the Fama-French three-factor model - Evidence from New Zealand. International Journal of Managerial Finance, Vol. 5 No. 2, 2009:179-200 |
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International Journal of Managerial Finance |
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| 7. Glenn N. Pettengill et al., 1995. The conditional relation between beta and returns. Journal of financial and quantitative analysis, vol.3d, No.1: Mar.1995 8. Gordon Y.N. Tang and Wai Cheong Shum, 2003. The conditional relationshipbetween beta and returns: recent evidence from international stock markets.International Business Review, 12, 109–126 |
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Journal of financial and quantitative analysis", vol.3d, No.1: Mar.1995 8. Gordon Y.N. Tang and Wai Cheong Shum, 2003. The conditional relationship between beta and returns: recent evidence from international stock markets. "International Business Review |
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| 9. Lim T. Jian and Ngerng M. Hong, 2012. Cross-section of equity returns motivated by Fama and French. Procedia Economics and Finance, 2(1012):284 – 291 |
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Procedia Economics and Finance |
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| 11. Michael E. Drew and Madhu Veeraraghavan, 2002. On the value premium in Malaysia. Discussion papers and working papers series number 092.Queensland University of Technology, Brisbane Australia. Available online at:http://eprints.qut.edu.au/558/ |
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On the value premium in Malaysia |
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| 12. Michael E. Drew et al., 2003. Firm size, book-to-market equity and security returns: Evidence from the Shanghai Stock Exchange. Australian Journal of Management, Vol. 28, No. 2 |
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Australian Journal of Management |
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| 13. Mirela Malin and Madhu Veeraraghavan, 2004. On the robustness of the Fama and French multifactor model: Evidence from France, Germany, and the United Kingdom. International Journal of Business and Economics,Vol. 3, No. 2: 155- 176 |
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International Journal of Business and Economics |
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| 14. Ron Y. Ho et al., 2006. On the conditional pricing effects of beta, size, and book-to-market equity in the Hong Kong market. Int. Fin. Markets, Inst. and Money,16: 199–214 |
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Int. Fin. Markets, Inst. and Money |
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| 15. Rowland B.F Pasaribu, 2009. Stock portfolio with Fama - French model in Indonesian stock exchange. Journal of Accounting and Business, Vol. 9, No. 1, February 2009: 1-12 |
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Journal of Accounting and Business |
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| 16. S. CANBAŞ and E .ARIOĞLU, 2008. Testing the three factor model of Fama and French: Evidence from Turkey. ầ.ĩ. Sosyal Bilimler Enstitỹsỹ Dergisi, Cilt 17, Sayı 3, 2008, s.79–92 |
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ầ.ĩ. Sosyal Bilimler Enstitỹsỹ Dergisi |
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| 17. Souad Ajili, 2002. The capital asset pricing model and the three factor model of Fama and French revisited in the case of France. Working paper, Base Institutionnelle de Recherche de l'université Paris-Dauphine (BIRD). Available online at: http://basepub.dauphine.fr/handle/123456789/9237 |
Sách, tạp chí |
| Tiêu đề: |
The capital asset pricing model and the three factor model of Fama and French revisited in the case of France |
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| 18. Wai C. Shum and Gordon Y.N. Tang, 2005. Common risk factors in returns in Asian emerging stock markets. International Business Review,14: 695–717 |
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International Business Review |
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| 10. Michael A. O’Brien et al., 2008. Size and book-to-market factors in Australia. 21 st Australasian Finance and Banking Conference. Avalaible at:http://ssrn.com/abstract=1206542 |
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| 6. Gilbert V. Nartea et al., 2008. Persistence of size and value premia and the robustness of the Fama – French three – factor model in the Hong Kong stock |
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