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Keywords: Fama and French three-factor
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Journal Articles
Does idiosyncratic volatility predict future growth of the Australian economy?
Available to Purchase
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2016) 33 (1): 69–90.
Published: 07 March 2016
... contains information about future economic activity. Liew and Vassalou (2000) establish a link between the Fama and French three-factor model and the growth rate of the economy. The Fama and French three-factor model is one of the most important developments in the area of asset pricing, and Liew...
