Are the Fama-French factors proxying news related to GDP growth? The Australian evidence

Review of Quantitative Finance and Accounting

Volumn 33, Issue 2, 2009, Pages 141-158

  Nguyen, Annette ^a   Faff, Robert ^a   Gharghori, Philip ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Asset pricing; Fama French model; GDP growth

Indexed keywords

EID: 70349329860     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1007/s11156-009-0137-8     Document Type: Article

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