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Size, BM, and momentum effects and the robustness of the Fama-French three-factor model : evidence from New Zealand

Nartea, Gilbert V.; Ward, Bert; Djajadikerta, Hadrian G. - In: International journal of managerial finance : IJMF 5 (2009) 2, pp. 179-200

Persistent link: https://www.econbiz.de/10003935296

The size and book-to-market effects and the Fama-French three-factor model in small markets : preliminary findings from New Zealand

Djajadikerta, Hadrian (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003220907

Should farmers invest in financial assets as a risk management strategy? : some evidence from New Zealand

Nartea, Gilbert V.; Webster, Paul - In: The Australian journal of agricultural and resource … 52 (2008) 2, pp. 183-202

Persistent link: https://www.econbiz.de/10003724800

Role of farm real estate in a globally diversified asset portfolio

Nartea, Gilbert V.; Eves, Chris - In: Journal of property investment & finance 28 (2010) 3, pp. 198-220

Persistent link: https://www.econbiz.de/10003976963

Size, BM, and momentum effects and the robustness of the Fama‐French three‐factor model : Evidence from New Zealand

Nartea, Gilbert V.; Ward, Bert D.; Djajadikerta, Hadrian G. - In: International Journal of Managerial Finance 5 (2009) 2, 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....

Persistent link: https://www.econbiz.de/10014785297

Size, BM, and momentum effects and the robustness of the Fama-French three-factor model: Evidence from New Zealand

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....

Persistent link: https://www.econbiz.de/10004979817

Role of farm real estate in a globally diversified asset portfolio

Nartea, Gilbert; Eves, Chris - In: Journal of Property Investment & Finance 28 (2010) 3, pp. 198-220

Purpose – This paper seeks to examine the benefits of further diversifying a global portfolio of financial assets with New Zealand farm real estate (FRE). Design/methodology/approach – The paper compares efficient sets generated with and without FRE using portfolio theory. Findings – The...

Persistent link: https://www.econbiz.de/10014898265