Interaction of size, book-to-market and momentum effects in Australia

Accounting and Finance

Volumn 50, Issue 1, 2010, Pages 197-219

  O'Brien, Michael A ^a   Brailsford, Tim ^a   Gaunt, Clive ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Anomalies; Book to market effect; Capital asset pricing model; Momentum effect; Size effect

Indexed keywords

EID: 77950248059     PISSN: 08105391     EISSN: 1467629X     Source Type: Journal    
DOI: 10.1111/j.1467-629X.2009.00318.x     Document Type: Article

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