Bạn đang xem bản rút gọn của tài liệu. Xem và tải ngay bản đầy đủ của tài liệu tại đây (1.52 MB, 72 trang )
P Ratio on
Stock Returns.” Financial Analysts Journal, vol. 46, no. 2 (March/April):56–67.
Keim, Donald, and Robert F. Stambaugh. 1986. “Predicting Returns in the
Stock and Bond Markets.” Journal of Financial Economics, vol. 17, no. 2
(December):357–390.
Kothari, S.P., Jay Shanken, and Richard Sloan. 1995. “Another Look at the
Cross-Section of Expected Stock Returns.” Journal of Finance, vol. 50, no. 1
(March):185–224.
Laurent, Robert. 1988. “An Interest Rate-Based Indicator of Monetary Policy.”
Economic Perspectives (January/February):3–14.
60
©2000, The Research Foundation of AIMR
Johnson.book Page 61 Thursday, November 9, 2000 11:17 AM
References
Lee, Cheng, Raymond Leuthold, and Jean Cordier. 1985. “The Stock Market
and Commodities Futures Market: Diversification and Arbitrage Potential.”
Financial Analysts Journal, vol. 41, no. 4 (July/August):53–60.
Lessard, Donald. 1976. “World, Country, and Industry Relationships in Equity
Returns.” Financial Analysts Journal, vol. 32, no. 1 (January/February):32–38.
Levy, Haim, and Marshall Sarnat. 1970. “Alternative Efficiency Criteria: An
Empirical Analysis.” Journal of Finance, vol. 25, no. 5 (December):1153–58.
Ma, Christopher K., and M.E. Ellis. 1989. “Selecting Industries as Inflation
Hedges.” Journal of Portfolio Management, vol. 15, no. 4 (Summer):45–48.
McNess, Stephen K. 1993. “The Discount Rate: The Other Tool of Monetary
Policy.” New England Economic Review (July/August):3–22.