Australian firm characteristics and the cross-section variation in equity returns
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DOI: 10.1016/j.pacfin.2016.03.001
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Cited by:
- Nina Ryan & Xinfeng Ruan & Jin E. Zhang & Jing A. Zhang, 2021. "Choosing Factors for the Vietnamese Stock Market," JRFM, MDPI, vol. 14(3), pages 1-23, February.
- Mohamad Husam Helmi & Mohamed Shaker Ahmed, 2024. "Firm-specific attributes and capital gains overhang," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 907-931, December.
- Safae Benfeddoul & Asmâa Alaoui Taib, 2024. "Cross-Sectionnal Patterns in Moroccan Sock Returns: A Fama-French Perspective," International Journal of Economics and Financial Issues, Econjournals, vol. 14(6), pages 182-194, October.
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More about this item
Keywords
Asset pricing; Size; Book to market; Momentum; Cash flow; Earnings; Leverage; Dividends; Penny stocks;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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