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Applied Economics Letters Volume 23, 2016 - Issue 6
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Original Articles

Testing Fama–French’s new five-factor asset pricing model: evidence from robust instruments

François-Eric RacicotTelfer School of Management, University of Ottawa, Ottawa, ONK1N 6N5, Canada;Chaire d’information financière et organisationnelle, ESG-UQAM;CPA-Canada Accounting and Governance Research CentreCorrespondence[email protected]
&
William F. RentzTelfer School of Management, University of Ottawa, Ottawa, ONK1N 6N5, Canada;APUO Member, Pension Fund Investment Committee, Board of Governors, University of Ottawa
Pages 444-448 | Published online: 01 Sep 2015

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