| dc.contributor | 財管系 | |
| dc.creator (作者) | 周冠男 | zh_TW |
| dc.creator (作者) | Chou, Pin-Huang;Chou, Robin K.;Wang, Jane-Sue | |
| dc.date (日期) | 2004-03 | |
| dc.date.accessioned | 8-Jan-2015 17:57:28 (UTC+8) | - |
| dc.date.available | 8-Jan-2015 17:57:28 (UTC+8) | - |
| dc.date.issued (上傳時間) | 8-Jan-2015 17:57:28 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/72703 | - |
| dc.description.abstract (摘要) | We examine the explanatory power of size and book-to-market (BM) in the cross-section of stock returns over various sample periods, especially for the period after the papers that highlight the size and BM effects are published. The empirical results indicate that overall the predictive ability of size and BM diminishes for the periods 1982-2001 and 1990-2001, respectively. Further investigation, however, reveals that size effect remains significant in January, and BM remains significant in non-January months even after the 1980s. | |
| dc.format.extent | 102657 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | Finance Letters, 2(1), 18-22. | |
| dc.subject (關鍵詞) | Fama and French; Size; Book to Market; Cross-sectional Stock Returns; Least Trimmed Squares | |
| dc.title (題名) | On the Cross-section of Expected Stock Returns: Fama-French Ten Years Later | |
| dc.type (資料類型) | article | en |
