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dc.contributor.authorE. Drew, Michael
dc.contributor.authorVeeraraghavan, Madhu
dc.contributor.editorAllan Hodgson, Chris Guilding
dc.date.accessioned2017-05-03T12:46:58Z
dc.date.available2017-05-03T12:46:58Z
dc.date.issued2002
dc.identifier.issn1445954X
dc.identifier.urihttp://hdl.handle.net/10072/7044
dc.description.abstractStudies that have investigated the cross-section of average returns on common stocks in the United States have found evidence that factors related to firm size (market equity) and style (book equity to market equity) help explain the cross-section of average stock returns. This paper tests the explanatory power of such factors in Australia. Further, we also investigate the claim that the size and style effect is the result of seasonal phenomena. We find general support for the three-factor model of Fama and French (1996). We also reject the claim that these effects are exclusively a seasonal phenomenon.
dc.description.peerreviewedYes
dc.description.publicationstatusYes
dc.languageEnglish
dc.language.isoeng
dc.publisherGriffith University, School of Accounting, Banking & Finance
dc.publisher.placeAustralia
dc.publisher.urihttp://search.informit.com.au/documentSummary;dn=071935623050941;res=IELBUS
dc.relation.ispartofpagefrom77
dc.relation.ispartofpageto89
dc.relation.ispartofissue1
dc.relation.ispartofjournalAccounting Accountability and Performance
dc.relation.ispartofvolume8
dc.subject.fieldofresearchApplied Economics
dc.subject.fieldofresearchAccounting, Auditing and Accountability
dc.subject.fieldofresearchBanking, Finance and Investment
dc.subject.fieldofresearchcode1402
dc.subject.fieldofresearchcode1501
dc.subject.fieldofresearchcode1502
dc.titleA test of the fama-french three factor model in the Australian equity market
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.date.issued2015-01-29T01:31:50Z
gro.hasfulltextNo Full Text
gro.griffith.authorVeeraraghavan, Madhu
gro.griffith.authorDrew, Michael E.


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