INDUSTRY MOVEMENTS OF COMMON-STOCKS

被引：42

作者：

LIVINGSTON, M ^{[1
]}

机构：

[1] YORK UNIV,DOWNSVIEW M3J 1P3,ONTARIO,CANADA

来源：

关键词：

D O I：

10.2307/2326319

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：861 / 874

页数：14

共 24 条

[1]

ABER JW, 1973, BETA COEFFICIENTS MO

[2] SYSTEMATIC AND UNSYSTEMATIC COMPONENTS OF FINANCIAL RISK [J].

BEJA, A .

[3]

Black F, 1972, RES CAPITAL MARKET T

[4]

Blume M E, 1971, J FINANCE MAR, P1

[5]

CAMPANELLA FB, 1972, MEASUREMENT PORTFOLI

[6]

COHEN KJ, 1967, J BUS APRIL, P166

[7]

DOUGLAS GW, 1969, YALE ECON ESSAYS, V9, P3

ELTON, EJ ;

GRUBER, MJ .

[9] NOTE ON MARKET MODEL AND 2-PARAMETER MODEL [J].

FAMA, EF .

[10] THE BEHAVIOR OF STOCK-MARKET PRICES [J].

FAMA, EF .