Brendan Elliot

University of Newcastle (Australia)

University Drive

Callaghan, NSW 2308

Australia

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Profitability and Investmentā€Based Factor Pricing Models

Accounting & Finance, Vol. 58, Issue 2, pp. 397-421, 2018
Number of pages: 25 Posted: 25 Jun 2018
Brendan Elliot, Paul Docherty, Stephen Easton and Doowon Lee
University of Newcastle (Australia), Monash University, University of Newcastle (Australia) - Newcastle Business School and Newcastle Business School
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Abstract:

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Investment, Profitability, Asset pricing model, Factor model