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A Better Model? An Empirical Investigation of the Fama–French Five-factor Model in Australia

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  • Mardy Chiah
  • Daniel Chai
  • Angel Zhong
  • Song Li

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  • Mardy Chiah & Daniel Chai & Angel Zhong & Song Li, 2016. "A Better Model? An Empirical Investigation of the Fama–French Five-factor Model in Australia," International Review of Finance, International Review of Finance Ltd., vol. 16(4), pages 595-638, December.
    • Handle: RePEc:bla:irvfin:v:16:y:2016:i:4:p:595-638
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