Explaining Anomalies in Australia with a Five-factor Asset Pricing Model
Author:
Affiliation:
1. Department of Banking and Finance, Monash Business School; Monash University; Caulfield East Victoria Australia
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/irfi.12125/fullpdf
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4. The Investment Value of the Value Premium;Brailsford;Pacific-Basin Finance Journal,2012a
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