The Australian asset-pricing debate

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The Australian asset-pricing debate

© 2015 AFAANZ. Utilising a comprehensive data set for Australian firms, we examine a range of competing asset-pricing models, including the four- and five-factor models where the equity-risk premium is augmented by size, value, momentum and liquidity premia, and find that none of the models tested a...

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Bibliographic Details
Main Authors:	Durand, Robert, Limkriangkrai, M., Chai, D.
Format:	Journal Article
Published:	Blackwell Publishing 2015
Online Access:	http://hdl.handle.net/20.500.11937/9927

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