EFFICIENT CAPITAL-MARKETS .2.

成果类型:
Review
署名作者:
FAMA, EF
刊物名称:
JOURNAL OF FINANCE
ISSN/ISSBN:
0022-1082
DOI:
10.2307/2328565
发表日期:
1991
页码:
1575-1617
关键词:
arbitrage pricing theory mutual fund performance REFLECT FUNDAMENTAL VALUES COMMON-STOCK REPURCHASES Expected returns empirical tests SECURITY RETURNS asset returns firm size INVESTMENT PERFORMANCE