Testing a two-factor APT model on Australian industry equity portfolio: The effect of intervaling

Thomas Josev, Robert Darren Brooks, Robert Faff

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

Original language	English
Pages (from-to)	157 - 163
Number of pages	7
Journal	Applied Financial Economics
Volume	11
Issue number	2
Publication status	Published - 2001

Cite this

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title = "Testing a two-factor APT model on Australian industry equity portfolio: The effect of intervaling",

author = "Thomas Josev and Brooks, \{Robert Darren\} and Robert Faff",

year = "2001",

language = "English",

volume = "11",

pages = "157 -- 163",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor \& Francis",

number = "2",

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AU - Josev, Thomas

AU - Brooks, Robert Darren

AU - Faff, Robert

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M3 - Article

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EP - 163

JO - Applied Financial Economics

JF - Applied Financial Economics

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