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Are the Fama?French factors proxying news related to GDP growth? The Australian evidence.
Nguyen, Annette
;
Faff, Robert
;
Gharghori, Philip
-
2009
Vassalou’s findings, we augment the CAPM and the
Fama–French
model
with a GDP growth factor and run system regressions of the …
Persistent link: https://www.econbiz.de/10009483932
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