A Better Model? An Empirical Investigation of the Fama-French Five-factor Model in Australia
Author:
Affiliation:
1. Department of Banking and Finance, Monash Business School; Monash University; Melbourne Victoria Australia
2. Department of Econometrics and Business Statistics, Monash Business School; Monash University; Melbourne Victoria Australia
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/irfi.12099/fullpdf
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4. Size and Book-to-market Factors in Australia;Brailsford;Australian Journal of Management,2012b
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