Interest rate, size and book-to-market effects in Australian financial firms
Year of publication: |
2014
|
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Authors: | Akhtaruzzaman, Md. ; Docherty, Paul ; Shamsuddin, Abul |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 25/27, p. 3005-3020
|
Subject: | Fama-French model | financial firms | nonfinancial firms | interest rate risk | term premium | Australien | Australia | Zinsstruktur | Yield curve | Zinsrisiko | Interest rate risk | Zins | Interest rate | CAPM | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Betriebsgröße | Firm size |
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