1 김동회, "한국주식시장의 평균수익률과 B/M비율의 관계에 대한재검토" 2011
2 김동회, "주식수익률의 다요인모형에 관한 연구" 4 (4): 69-91, 2005
3 정정현, "배당수익률과 E/P 비율의 주식수익률 예측가능성에 관한 연구" 한국금융공학회 9 (9): 61-87, 2010
4 Vuolteenaho, T., "What Drives Firm Level Stock Returns?" 57 (57): 233-264, 2002
5 Lintner, J., "The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets" 47 (47): 13-37, 1965
6 Banz, R. W., "The Relationship Between Return and Market Value of Common Stocks" 9 (9): 3-18, 1981
7 Fama, E. F., "The Cross-section of Expected Stock Returns" 47 (47): 427-465, 1992
8 Fama, E. F., "Size and Book-to-Market Factors in Earnings and Returns" 50 (50): 131-155, 1995
9 Pontiff, J., "Share Issuance and Cross-sectional Returns" 63 : 921-945, 2008
10 Fama, E. F., "Risk, Return, and Equilibrium: Empirical Tests" 81 : 607-636, 1973
1 김동회, "한국주식시장의 평균수익률과 B/M비율의 관계에 대한재검토" 2011
2 김동회, "주식수익률의 다요인모형에 관한 연구" 4 (4): 69-91, 2005
3 정정현, "배당수익률과 E/P 비율의 주식수익률 예측가능성에 관한 연구" 한국금융공학회 9 (9): 61-87, 2010
4 Vuolteenaho, T., "What Drives Firm Level Stock Returns?" 57 (57): 233-264, 2002
5 Lintner, J., "The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets" 47 (47): 13-37, 1965
6 Banz, R. W., "The Relationship Between Return and Market Value of Common Stocks" 9 (9): 3-18, 1981
7 Fama, E. F., "The Cross-section of Expected Stock Returns" 47 (47): 427-465, 1992
8 Fama, E. F., "Size and Book-to-Market Factors in Earnings and Returns" 50 (50): 131-155, 1995
9 Pontiff, J., "Share Issuance and Cross-sectional Returns" 63 : 921-945, 2008
10 Fama, E. F., "Risk, Return, and Equilibrium: Empirical Tests" 81 : 607-636, 1973
11 Jegadeesh, N., "Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency" 48 (48): 65-91, 1993
12 Rosenberg, B., "Persuasive Evidence of Market Inefficiency" 11 : 9-17, 1985
13 Fama, E. F., "Multifactor Explanations of Asset Pricing Anomalies" 51 (51): 55-84, 1996
14 Daniel, K. D., "Market Reactions to Tangible and Intangible Information" 61 : 1605-1643, 2006
15 Daniel, K. D., "Investor Psychology and Security Market Under- and Overreactions" 53 : 1839-1886, 1998
16 Basu, S., "Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis" 12 (12): 129-156, 1977
17 Fama, E. F., "Industry Costs of Equity" 43 : 153-193, 1997
18 DeBondt, W. F. M., "Further Evidence on Investor Overreaction and Stock Market Seasonality" 42 (42): 557-581, 1987
19 Chan, L. K. C., "Fundamental and Stock Return in Japan" 46 (46): 1739-1764, 1991
20 Daniel, K. D., "Evidence on The Characteristics of Cross-sectional Variation in Common Stock Returns" 52 : 1-33, 1997
21 DeBondt, W. F. M., "Does the Stock Market Overreact?" 40 (40): 793-805, 1985
22 Sloan, R. G., "Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?" 71 : 289-315, 1996
23 Fama, E. F., "Dissecting Anomalies" 63 (63): 1653-1678, 2008
24 Bhandari, L. C., "Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence" 43 (43): 507-528, 1988
25 Lakonishok, J., "Contrarian Investment, Extrapolation, and Risk" 49 : 1541-1578, 1994
26 Haugen, R. A., "Commonality in the Determinants of Expected Stock Returns" 41 : 401-439, 1996
27 Fama, E. F., "Common Risk Factors in the Returns on Stocks and Bonds" 33 (33): 3-56, 1993
28 Sharpe, W. F., "Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk" 19 (19): 425-442, 1964
29 Fama, E. F., "Average Returns, B/M, and Share Issues" 63 (63): 2971-2995, 2008
30 Fairfield, P. M., "Accrued Earnings and Growth: Implications for Future Profitability and Market Mispricing" 78 : 353-371, 2003
31 Barberis, N., "A Model of Investor Sentiment" 49 : 307-343, 1998