Are the Fama-French factors proxying default risk?

Philip Gharghori, Howard Chan, Robert Faff

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	223 - 249
Number of pages	27
Journal	Australian Journal of Management
Volume	32
Issue number	2
Publication status	Published - 2007

Cite this

@article{189d969ce916410a9a5e2545475cfdf0,

title = "Are the Fama-French factors proxying default risk?",

author = "Philip Gharghori and Howard Chan and Robert Faff",

year = "2007",

language = "English",

volume = "32",

pages = "223 -- 249",

journal = "Australian Journal of Management",

issn = "0312-8962",

publisher = "SAGE Publications Ltd",

number = "2",

}