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isPartOf:"Journal of Australian political economy"
~isPartOf:"Working paper"
~person:"Faff, Robert W."
~subject:"Australia"
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Australia
Australien
11
Börsenkurs
7
Share price
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CAPM
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Faff, Robert W.
Hensher, David A.
10
Turner, Lindsay W.
8
Easton, Stephen Andrew
6
Jones, Evan
6
Rosewarne, Stuart
6
Stilwell, Frank J. B.
6
Balbontin, Camila
5
Beck, Matthew J.
5
Bramble, Thomas
5
Burgess, John
5
Clark, Gordon L.
5
Reisinger, Yvette
5
Anderson, Warwick
4
Goodman, James
4
King, John E.
4
Kulendran, Nada
4
Kónya, László
4
Pritchard, Bill
4
Rea, Alethea
4
Rea, William
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Wilson, Shaun
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Yang, Libin
4
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3
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3
Bryan, Dick
3
Cahill, Damien
3
Campbell, Iain
3
Denniss, Richard
3
Lee, John H. H.
3
Mather, Paul
3
McAleer, Michael
3
Mendes, Philip
3
Nelson, John D.
3
Peetz, David
3
Ranald, Patricia
3
Spies-Butcher, Ben
3
Argyrous, George
2
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2
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2
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Journal of Australian political economy
Working paper
Applied financial economics
12
Australian journal of management
12
Pacific-Basin finance journal
10
Journal of multinational financial management
8
Global finance journal
5
Australian economic papers
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Review of quantitative finance and accounting
4
Journal of financial services research : JFSR
3
Accounting research journal
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Advances in investment analysis and portfolio management : a research annual
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Applied financial economics letters
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International review of economics & finance : IREF
2
International review of finance
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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School working papers / Accounting finance series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
2
The financial review : the official publication of the Eastern Finance Association
2
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Applied economics letters
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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International journal of accounting and information management
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Journal of quantitative economics : official journal of the Indian Econometric Society
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McGraw-Hill series in advanced finance
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Pacific accounting review
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Papers in efficiency, effectiveness and international competitiveness
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The journal of business : B
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The journal of futures markets
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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ECONIS (ZBW)
11
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1
The empirical relationship between aggregate consumption and security prices in Australia
Faff, Robert W.
-
1995
Persistent link: https://www.econbiz.de/10000912060
Saved in:
2
A GMM test of the three-moment CAPM in the Australian equity market
Faff, Robert W.
;
Ho, Yew Kee
;
Zhang, Li
-
1995
Persistent link: https://www.econbiz.de/10000912061
Saved in:
3
Modelling Australian stock market volatility
Brailsford, Timothy J.
;
Faff, Robert W.
-
1993
Persistent link: https://www.econbiz.de/10000878805
Saved in:
4
Beta stability and portfolio formation
Brooks, Robert
;
Faff, Robert W.
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000869915
Saved in:
5
The form of time variation of systematic risk : some Australian evidence
Brooks, Robert
;
Faff, Robert W.
;
Lee, John H. H.
-
1992
Persistent link: https://www.econbiz.de/10000849414
Saved in:
6
The behaviour of Australian stock market volatility
Brailsford, Timothy J.
;
Faff, Robert W.
-
1992
Persistent link: https://www.econbiz.de/10000849418
Saved in:
7
Capital market anomalies : a survey of the evidence
Faff, Robert W.
-
1992
Persistent link: https://www.econbiz.de/10000849420
Saved in:
8
A multivariate test of the APT in the Australian equity market : asymptotic principal components
Faff, Robert W.
-
1991
Persistent link: https://www.econbiz.de/10000849444
Saved in:
9
A critical application of the Gibbons (1982) multivariate test of the CAPM : Australian equity returns 1958 - 1987
Faff, Robert W.
-
1990
Persistent link: https://www.econbiz.de/10000849358
Saved in:
10
Time stationarity of systematic risk : some Australian evidence
Faff, Robert W.
;
Lee, John H. H.
;
Fry, Tim R. L.
-
1990
Persistent link: https://www.econbiz.de/10000849458
Saved in:
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