An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors
Year of publication: |
2001
|
---|---|
Authors: | Faff, Robert |
Published in: |
Australian Journal of Management. - Australian School of Business. - Vol. 26.2001, 1, p. 1-17
|
Publisher: |
Australian School of Business |
Subject: | ASSET PRICING | FAMA | FRENCH FACTORS | STYLE INDEXES |
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