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[31] Brinson G P, 1986, FINANC ANAL J, V42, P39, DOI 10.2469/faj.v42.n4.39

[32] USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) : 3 - 31

[33] The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (03) : 195 - 228

[34] STOCK RETURNS AND THE TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1987, 18 (02) : 373 - 399

[35] STOCK-PRICES, EARNINGS, AND EXPECTED DIVIDENDS [J]. JOURNAL OF FINANCE, 1988, 43 (03) : 661 - 676

[36] CECCHETTI SG, 1990, AM ECON REV, V80, P398

[37] STRUCTURAL AND RETURN CHARACTERISTICS OF SMALL AND LARGE FIRMS [J]. JOURNAL OF FINANCE, 1991, 46 (04) : 1467 - 1484

[38] ON THE CONTRARIAN INVESTMENT STRATEGY [J]. JOURNAL OF BUSINESS, 1988, 61 (02) : 147 - 163

[39] AN EXPLORATORY INVESTIGATION OF THE FIRM SIZE EFFECT [J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (03) : 451 - 471

[40] AN UNCONDITIONAL ASSET-PRICING TEST AND THE ROLE OF FIRM SIZE AS AN INSTRUMENTAL VARIABLE FOR RISK [J]. JOURNAL OF FINANCE, 1988, 43 (02) : 309 - 325

[31] Brinson G P, 1986, FINANC ANAL J, V42, P39, DOI 10.2469/faj.v42.n4.39

[32] USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) : 3 - 31

[33] The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (03) : 195 - 228

[34] STOCK RETURNS AND THE TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1987, 18 (02) : 373 - 399

[35] STOCK-PRICES, EARNINGS, AND EXPECTED DIVIDENDS [J]. JOURNAL OF FINANCE, 1988, 43 (03) : 661 - 676

[36] CECCHETTI SG, 1990, AM ECON REV, V80, P398

[37] STRUCTURAL AND RETURN CHARACTERISTICS OF SMALL AND LARGE FIRMS [J]. JOURNAL OF FINANCE, 1991, 46 (04) : 1467 - 1484

[38] ON THE CONTRARIAN INVESTMENT STRATEGY [J]. JOURNAL OF BUSINESS, 1988, 61 (02) : 147 - 163

[39] AN EXPLORATORY INVESTIGATION OF THE FIRM SIZE EFFECT [J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (03) : 451 - 471

[40] AN UNCONDITIONAL ASSET-PRICING TEST AND THE ROLE OF FIRM SIZE AS AN INSTRUMENTAL VARIABLE FOR RISK [J]. JOURNAL OF FINANCE, 1988, 43 (02) : 309 - 325