Are the Fama-French factors proxying news related to GDP growth? : the Australian evidence
Year of publication: |
2009
|
---|---|
Authors: | Nguyen, Annette ; Faff, Robert W. ; Gharghori, Philip |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 33.2009, 2, p. 141-158
|
Subject: | CAPM | Nationaleinkommen | National income | Australien | Australia |
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