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

International Journal of Managerial Finance

Volumn 5, Issue 2, 2009, Pages 179-200

  Nartea, Gilbert V ^a   Ward, Bert D ^a   Djajadikerta, Hadrian G ^b  

^a LINCOLN UNIVERSITY   (New Zealand)

^b EDITH COWAN UNIVERSITY   (Australia)

Author keywords

Assets; Capital asset pricing model; New Zealand; Pricing

Indexed keywords

EID: 70149089894     PISSN: 17439132     EISSN: None     Source Type: Journal    
DOI: 10.1108/17439130910947895     Document Type: Article

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