A simple test of the Fama and French model using daily data: Australian evidence

Applied Financial Economics

Volumn 14, Issue 2, 2004, Pages 83-92

  Faff, Robert ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

MARKET CONDITIONS; NATIONAL ECONOMY; PRICE DETERMINATION;

AUSTRALASIA; AUSTRALIA;

EID: 1242333325     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310042000176353     Document Type: Article

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