We are grateful to Henk Berkman, the editor, and an anonymous referee for their suggestions in improving the article. We would like to personally thank Rob Arnott and Jason Hsu for helpful discussions and comments on an earlier version of the paper and Phillip Turvey and Thanh Huynh for providing excellent research assistance. The comments of participants at the Macao International Symposium on Accounting and Finance 2011, India Finance Conference 2011 and Griffith Business School seminar are also acknowledged.
Does fundamental indexation lead to better risk-adjusted returns? New evidence from Australian Securities Exchange
Article first published online: 14 MAR 2013
© 2013 The Authors Accounting and Finance © 2013 AFAANZ
Accounting & Finance
Volume 54, Issue 3, pages 699–728, September 2014
How to Cite
Basu, A. K., Forbes, B. (2014), Does fundamental indexation lead to better risk-adjusted returns? New evidence from Australian Securities Exchange. Accounting & Finance, 54: 699–728. doi: 10.1111/acfi.12016
- Issue published online: 23 SEP 2014
- Article first published online: 14 MAR 2013
- Manuscript Accepted: 31 JAN 2013
- Manuscript Received: 23 APR 2012
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