html三因子模型,Fama French 1992 3 factor model三因素模型

American Finance Association

The Cross-Section of Expected Stock Returns

Author(s): Eugene F. Fama and Kenneth R. French

Source: The Journal of Finance, Vol. 47, No. 2 (Jun., 1992), pp. 427-465

Published by: Blackwell Publishing for the American Finance Association

Stable URL: http://www.doczj.com/doc/d34708410912a216147929a7.html/stable/2329112

Accessed: 25/08/2010 08:16

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at

http://www.doczj.com/doc/d34708410912a216147929a7.html/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use.

Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at

http://www.doczj.com/doc/d34708410912a216147929a7.html/action/showPublisher?publisherCode=black.

Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission.

JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@http://www.doczj.com/doc/d34708410912a216147929a7.html.

Blackwell Publishing and American Finance Association are collaborating with JSTOR to digitize, preserve

and extend access to The Journal of Finance.

http://www.doczj.com/doc/d34708410912a216147929a7.html