Size, BM, and momentum effects and the robustness of the Fama-French three-factor model : evidence from New Zealand
Year of publication: |
2009
|
---|---|
Authors: | Nartea, Gilbert V. ; Ward, Bert ; Djajadikerta, Hadrian G. |
Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 5.2009, 2, p. 179-200
|
Subject: | Aktiengesellschaft | Listed company | Börsenkurs | Share price | Betriebsgröße | Firm size | CAPM | Neuseeland | New Zealand | 1995-2004 |
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