An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors

Australian Journal of Management

Volumn 26, Issue 1, 2001, Pages 1-17

  Faff, Robert ^a  

^a RMIT UNIVERSITY   (Australia)

Author keywords

ASSET PRICING; FAMA; FRENCH FACTORS; STYLE INDEXES

Indexed keywords

EID: 84996171637     PISSN: 03128962     EISSN: None     Source Type: Journal    
DOI: 10.1177/031289620102600101     Document Type: Article

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