ABDUL-RAHIM, R.; MOHD. NOR, A. H. S. EVALUATING THE ACCURACY OF FAMA-FRENCH MODEL VERSUS LIQUIDITY-BASED THREE-FACTOR MODELS IN FORECASTING PORTFOLIO RETURNS. Labuan Bulletin of International Business and Finance (LBIBF), [S. l.], v. 6, p. 77–107, 2008. DOI: 10.51200/lbibf.v6i.2594. Disponível em: https://jurcon.ums.edu.my/ojums/index.php/lbibf/article/view/2594. Acesso em: 6 may. 2024.