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Australian evidence on the implementation of the size and value premia
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Material Type |
Article
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Author(s) |
Docherty, Paul (Author)
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Source Journal Info. |
Title:
Accounting & Finance
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Volume/ Issue No.: 2013/JUN V.53 N.2
Call No.:657.05 A FI Location: Periodicals & References Hall - 2nd floor
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Physical Description |
p 367–391
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Subject Area/ Descriptors |
Accounting
(2845)
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Abstract |
This study investigates whether passive investment managers can exploit the size and value premia without incurring prohibitive transaction costs or being exposed to substantial tracking error risk.......
Full Abstract
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Journal:
Accounting & Finance
(276)
Issu: 2013/JUN V.53 N.2
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