An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors

By R. Faff. 2001

148 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/cc6921d8cd60936b8ac2fbcb9ac3437985d0cdc1

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In Accounting

1. C. Gaunt

In Economics and Econometrics

1. C. Gaunt

In Finance

1. C. Gaunt

Citations in the corpus

• Size and book to market effects and the Fama French three factor asset pricing model: evidence from the Australian stockmarket (2004, background): “The second study (Faff, 2001) was based on index data and reported an unexpected reversal of the size premium over its 1991–1998 study period.”