Work

A simple test of the Fama and French model using daily data: Australian evidence

Year: 2004

Type: article

Source: Applied Financial Economics

DOI: 10.1080/0960310042000176353

Author: Robert Faff

Institution: Monash University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2009685583

FWCI: 5.679

Cites: 42

Cited by: 94

Related to: 10