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Fama-French model in Australia : a new dataset, new tests and the role of liquidity

thesis
posted on 2021-07-08, 04:12 authored by Daniel Jen-Po Chai.

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History

Campus location

Australia

Year of Award

2008

Department, School or Centre

Department of Accounting and Finance

Course

Doctor of Philosophy

Degree Type

DOCTORATE

Faculty

Faculty of Business and Economics

File Name

Chai-33168031322338

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    Faculty of Business and Economics Theses

    Categories

    No categories selected

    Keywords

    Fama, Eugene F., 1939- French, Kenneth RCapital assets pricing modelAssets (Accounting) Prices Econometric modelsLiquidity (Economics) Prices Mathematical modelsCapital Econometric modelsStocks Mathematical modelsStocks Prices Australia

    Licence

    In Copyright

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