A simple test of the FAMA and French model using daily data : Australian evidence
Year of publication: |
2004
|
---|---|
Authors: | Faff, Robert W. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 2, p. 83-92
|
Subject: | CAPM | Theorie | Theory | Schätzung | Estimation | Australien | Australia |
-
Research design issues in the estimation of beta
Brailsford, Timothy J., (1997)
-
Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel, (2014)
-
Allen, David E., (2013)
- More ...
-
… More on the use of research templates
Faff, Robert W., (2021)
-
A visualisation approach for pitching research
Faff, Robert W., (2021)
-
Short-term contrarian investing: is it profitable? … Yes and No
Lee, Darren D., (2003)
- More ...