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Search: subject:"Fama–French three factor model"
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CAPM
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Fama-French three-factor model
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Capital income
41
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33
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asset pricing
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value effect
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ECONIS (ZBW)
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RePEc
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EconStor
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An investigation into the role of liquidity in asset pricing : Australian evidence
Chan, Howard Wei-hong
;
Faff, Robert W.
- In:
Pacific-Basin finance journal
11
(
2003
)
5
,
pp. 555-572
Persistent link: https://www.econbiz.de/10001806901
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