Ronald Lee

Monash University

23 Innovation Walk

Wellington Road

Clayton, Victoria 3800

Australia

  • Monash University

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Anomalies and Stock Returns: Australian Evidence

Number of pages: 30 Posted: 23 Jul 2007 Last Revised: 06 Nov 2008
Philip Gharghori, Ronald Lee and Madhu Veeraraghavan
Monash University, Monash University and T.A. PAI Management Institute, Finance Area
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Anomalies, Fama-French model, Size effect, BE/ME effect