Are the Fama–French factors proxying news related to GDP growth? The Australian evidence
| Year of publication: |
2009
|
|---|---|
| Authors: | Nguyen, Annette ; Faff, Robert ; Gharghori, Philip |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 33.2009, 2, p. 141-158
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| Publisher: |
Springer |
| Subject: | GDP growth | Fama–French model | Asset pricing |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005005530