Nartea, Gilbert V.; Ward, Bert D.; Djajadikerta, Hadrian G. - In: International Journal of Managerial Finance 5 (2009) April, pp. 179-200
Purpose – This paper aims to confirm the existence of size, book to market (BM) and momentum effects in the New Zealand (NZ) stock market. It also aims to compare the performance of the CAPM, the Fama-French (FF) model, and Carhart's model in explaining the variation of stock returns....
