The so called anomalies on the security market including Size Effect, Value Premium, Calendar Effect, Reversal Behavior and so on, has brought a serial of revolutions to the field of financial asset pricing theory.
包括规模效应、账面市值比效应、日历效应、收益率反转行为等等在内的证券市场“异象”的发现,为金融资产定价领域带来了一系列变革。
参考来源 - Fama·2,447,543篇论文数据,部分数据来源于NoteExpress
以上来源于: WordNet
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