Journal article

Are the Fama-French factors proxying default risk?

Philip Gharghori, Howard Chan, Robert Faff

Australian Journal of Management | UNIV NEW SOUTH WALES, AUSTR GRAD SCH MANAGEMENT | Published : 2007

DOI: 10.1177/031289620703200204

University of Melbourne Researchers

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Keywords

Tests
Finance and Investment
Business & Economics
Prediction
Anomalies
Social Sciences
Financial Ratios
Management
Banking
Equity Returns
Business
Asset Pricing
Default Risk
Fama-French Model
Generalized-Method
Valuation
Asset Pricing-Models
Equilibrium
Bankruptcy