Size, BM, and momentum effects and the robustness of the Fama-French three-factor model: Evidence from New Zealand

Author: Nartea Gilbert V.   Ward Bert D.   Djajadikerta Hadrian G.  

Publisher: Emerald Group Publishing Ltd

ISSN: 1743-9132

Source: International Journal of Managerial Finance, Vol.5, Iss.2, 2009-04, pp. : 179-200

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Abstract