Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling
Year of publication: |
2001
|
---|---|
Authors: | Josev, Thomas ; Brooks, Robert ; Faff, Robert W. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 11.2001, 2, p. 157-163
|
Subject: | Arbitrage Pricing | Arbitrage pricing | Schätzung | Estimation | Aktienmarkt | Stock market | Australien | Australia |
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