A simple test of the Fama and French model using daily data: Australian evidence

By Faff Robert  

Applied Financial Economics, Vol. 14, Iss. 2, 2004-01 ,pp. : 83-92

Routledge Ltd

Access to resources Recommend Favorite

Structural breaks and common factors in the volatility of the Fama–French factor portfolios

By Morana Claudio   Beltratti Andrea  

Applied Financial Economics, Vol. 16, Iss. 14, 2006-10 ,pp. : 1059-1073

Routledge Ltd

Access to resources Recommend Favorite

Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach

By In Francis   Kim Sangbae   Faff Robert  

Applied Financial Economics, Vol. 20, Iss. 4, 2010-02 ,pp. : 323-330

Routledge Ltd

Access to resources Recommend Favorite

The common trend and the cross-section of expected returns

By Kurz-Kim Jeong-Ryeol  

Applied Financial Economics Letters, Vol. 1, Iss. 5, 2005-09 ,pp. : 269-271

Routledge Ltd

Access to resources Recommend Favorite

The cross section of expected futures returns and the Keynesian hypothesis

By Miffre Joelle  

Applied Financial Economics, Vol. 13, Iss. 10, 2003-10 ,pp. : 731-739

Routledge Ltd

Access to resources Recommend Favorite