Are the Fama–French factors proxying news related to GDP growth? The Australian evidence
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References listed on IDEAS
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- Aníbal Báez-Díaz & Pervaiz Alam, 2013. "Tax conformity of earnings and the pricing of accruals," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 509-538, April.
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More about this item
KeywordsGDP growth; Fama–French model; Asset pricing; G12;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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