Nick Durack

Goldman Sachs Australia Pty Ltd.

Level 48, Governor Philip Tower, 1 Farrer Place

New South Wales

Australia

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A Best Choice Among Asset Pricing Models? The Conditional Capital Asset Pricing Model in Australia

Accounting and Finance, Vol. 44, No. 2, pp. 139-162, July 2004
Number of pages: 24 Posted: 08 Jul 2004
Nick Durack, Robert B. B. Durand and Ross Maller
Goldman Sachs Australia Pty Ltd., Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and Australian National University (ANU) - School of Finance and Applied Statistics
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Abstract:

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Asset pricing, Australia, conditional CAPM, APT