Is that factor just lucky? Australian evidence-Reference-Cited by-同舟云学术

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Is that factor just lucky? Australian evidence

Published:2019-10 Issue: Volume:57 Page:101191
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Hoang Khoa,Cannavan Damien,Gaunt Clive,Huang Ronghong

Funder

University of Queensland BEL Faculty New Staff Research Start-Up Fund

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference123 articles.

1. Abnormal returns to a fundamental analysis strategy;Abarbanell;Account. Rev.,1998

2. Arbitrage risk and the book-to-market anomaly;Ali;J. Financ. Econ.,2003

3. Financial constraints, asset tangibility, and corporate investment;Almeida;Rev. Financ. Stud.,2007

4. Empirical evidence on capital investment, growth options, and security returns;Anderson;J. Financ.,2006

5. The cross-section of volatility and expected returns;Ang;J. Financ.,2006

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An examination of the characteristics versus covariance debate for contemporary asset‐pricing models: Australian evidence;Accounting & Finance;2024-05-23

2. Assessing the usefulness of daily and monthly asset‐pricing factors for Australian equities;Accounting & Finance;2021-04-05

3. Size, Value, Profitability, and Investment Effects in International Stock Returns: Are They Really There?;The Journal of Investing;2021-04-05

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