A Comparison Between Fama and French Model and Liquidity-Based Three Factor Models in Predicting Portfolio Returns. Asian Academy of Management Journal of Accounting and Finance, [S. l.], v. 2, n. 2, p. 43–60, 2006. Disponível em: https://ejournal.usm.my/aamjaf/article/view/aamjaf_vol2-no2-2006_3.. Acesso em: 3 jul. 2024.