Are the Fama–French factors proxying news related to GDP growth? The Australian evidence
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Volume (Year): 33 (2009)
Issue (Month): 2 (August)
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- Gharghori, Philip & Chan, Howard & Faff, Robert, 2009. "Default risk and equity returns: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 17(5), pages 580-593, November. Full references (including those not matched with items on IDEAS)
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