titman

titman

1. Moreover, Jagadeesh and Titman (1993) made further research and found that in the short-term (six to twelve months), stock prices showed underreaction but in the long-term it tended to overreact.

Jagadeesh和Titman（1993）进一步的实证研究发现，在短期内（6-12个月）股票价格存在延迟反应现象而在长期内股票价格则表现出过度反应特征。

2. Grinblatt M.& Titman S.The Persistence of Mutual Fund Performance[J].Journal of Finance,1992,47(5):1977-1984.

吴启芳,汪寿阳,黎建强.中国证券投资基金业绩的持续性检验[J].管理评论,2003(11).

3. Grinblatt ,M. and Titman,S.(1994),”A Study of Monthly Mutual Fund Returns and Performance Evaluation Technique”, Journal of Financial Quantitative Analysis,29(3):419-444。

张志宏(1996),台湾共同基金投资绩效评估之研究,成功大学企业管理研究所硕士论文。

4. Daniel, Kent; Titman, Sheridan; Wei, K. C. John. Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? [J] Journal of Finance, 2001 (56

汪炜周宇:中国股市"规模效应"和"时间效应"的实证分析[J]经济研究2002年第10期

5. Titman,S.,and R.Wessels.,1988，“The Determinants of Capital Structure Choice”，Journal of Finance, 43:1-21.

王清.2007.农业类上市公司资本结构的影响因素实证分析.当代经济，（9）.

6. Titman and Wessels 1988;

蒂特曼和韦塞尔1988；