Are the Fama-French factors proxying news related to GDP growth? The Australian evidence

Phuong Anh Nguyen, Robert Faff, Philip Gharghori

    Research output: Contribution to journalArticleResearchpeer-review

    14 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)141 - 158
    Number of pages18
    JournalReview of Quantitative Finance and Accounting
    Volume33
    Issue number2
    DOIs
    Publication statusPublished - 2009

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