Are the Fama–French factors proxying news related to GDP growth? The Australian evidence
Year of publication: |
2009
|
---|---|
Authors: | Nguyen, Annette ; Faff, Robert ; Gharghori, Philip |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 33.2009, 2, p. 141-158
|
Publisher: |
Springer |
Subject: | GDP growth | Fama–French model | Asset pricing |
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