Are the Fama-French Factors Proxying Default Risk?
Year of publication: |
2007
|
---|---|
Authors: | Gharghori, Philip ; Chan, Howard ; Faff, Robert |
Published in: |
Australian Journal of Management. - Australian School of Business. - Vol. 32.2007, 2, p. 223-249
|
Publisher: |
Australian School of Business |
Subject: | FAMA-FRENCH MODEL | DEFAULT RISK | ASSET PRICING |
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