Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market
Faff, Robert, Gharghori, Philip, Nguyen, AnnetteVolume:
29
Language:
english
Journal:
International Review of Economics & Finance
DOI:
10.1016/j.iref.2013.07.007
Date:
January, 2014
File:
PDF, 190 KB
english, 2014