Style timing with the value spread in Australia
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DOI: 10.1111/j.1467-629X.2009.00303.x
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References listed on IDEAS
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Cited by:
- Chung, Yi-Tsai & Hsu, Chuan-Hao & Ke, Mei-Chu & Liao, Tung Liang & Chiang, Yi-Chein, 2016. "The weakening value premium in the Australian and New Zealand stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 123-133.
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