Characteristics, Covariances, and Average Returns: 1929 to 1997-Reference-Cited by-同舟云学术

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Characteristics, Covariances, and Average Returns: 1929 to 1997

Published:2000-02 Issue:1 Volume:55 Page:389-406
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

Davis James L.,Fama Eugene F.,French Kenneth R.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference26 articles.

1. Capital market equilibrium with restricted borrowing;Black;Journal of Business,1972

2. Beta and return;Black;Journal of Portfolio Management,1993

3. International value and growth stock returns;Capaul;Financial Analysts Journal,1993

4. Fundamentals and stock returns in Japan;Chan;Journal of Finance,1991

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