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

Annette Nguyen (), Robert William Faff and Philip Gharghori ()

Review of Quantitative Finance and Accounting, 2009, vol. 33, issue 2, pages 141-158

Keywords: GDP growth; Fama–French model; Asset pricing; G12 (search for similar items in EconPapers)
Date: 2009
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