Are the Fama-French Factors Proxying Default Risk?

Australian Journal of Management

Volumn 32, Issue 2, 2007, Pages 223-249

  Gharghori, Philip ^a   Chan, Howard ^b   Faff, Robert ^a  

^a MONASH UNIVERSITY   (Australia)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

ASSET PRICING; DEFAULT RISK; FAMA FRENCH MODEL

Indexed keywords

EID: 84992796991     PISSN: 03128962     EISSN: None     Source Type: Journal    
DOI: 10.1177/031289620703200204     Document Type: Article

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