Choosing factors : Australian evidence
Year of publication: |
2019
|
---|---|
Authors: | Chai, Daniel ; Chiah, Mardy ; Zhong, Angel |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 58.2019, p. 1-9
|
Subject: | Asset pricing models | Fama-French factors | Spanning tests | CAPM | Australien | Australia |
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