dc.contributor.author | E. Drew, Michael | |
dc.contributor.author | Veeraraghavan, Madhu | |
dc.contributor.editor | Allan Hodgson, Chris Guilding | |
dc.date.accessioned | 2017-05-03T12:46:58Z | |
dc.date.available | 2017-05-03T12:46:58Z | |
dc.date.issued | 2002 | |
dc.identifier.issn | 1445954X | |
dc.identifier.uri | http://hdl.handle.net/10072/7044 | |
dc.description.abstract | Studies 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.peerreviewed | Yes | |
dc.description.publicationstatus | Yes | |
dc.language | English | |
dc.language.iso | eng | |
dc.publisher | Griffith University, School of Accounting, Banking & Finance | |
dc.publisher.place | Australia | |
dc.publisher.uri | http://search.informit.com.au/documentSummary;dn=071935623050941;res=IELBUS | |
dc.relation.ispartofpagefrom | 77 | |
dc.relation.ispartofpageto | 89 | |
dc.relation.ispartofissue | 1 | |
dc.relation.ispartofjournal | Accounting Accountability and Performance | |
dc.relation.ispartofvolume | 8 | |
dc.subject.fieldofresearch | Applied Economics | |
dc.subject.fieldofresearch | Accounting, Auditing and Accountability | |
dc.subject.fieldofresearch | Banking, Finance and Investment | |
dc.subject.fieldofresearchcode | 1402 | |
dc.subject.fieldofresearchcode | 1501 | |
dc.subject.fieldofresearchcode | 1502 | |
dc.title | A test of the fama-french three factor model in the Australian equity market | |
dc.type | Journal article | |
dc.type.description | C1 - Articles | |
dc.type.code | C - Journal Articles | |
gro.date.issued | 2015-01-29T01:31:50Z | |
gro.hasfulltext | No Full Text | |
gro.griffith.author | Veeraraghavan, Madhu | |
gro.griffith.author | Drew, Michael E. | |