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