@article{cd973dae0a0e45b5954b107f6f4dbb39,
title = "Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure",
keywords = "Asset pricing model, Asymmetry in oil price, Book to market ratio, Brent crude oil, Oil and gas sector, Oil price exposure, Size effect, Structural breaks",
author = "Sanusi, \{Muhammad Surajo\} and Farooq Ahmad",
note = "Publisher Copyright: {\textcopyright} 2016",
year = "2016",
month = aug,
day = "1",
doi = "10.1016/j.frl.2016.04.005",
language = "English",
volume = "18",
pages = "89--99",
journal = "Finance Research Letters",
issn = "1544-6123",
publisher = "Elsevier",
}