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source:"econis"
subject:"Kapitaleinkommen"
~person:"Faff, Robert W."
~subject:"Theory"
~type:"article"
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Kapitaleinkommen
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Estimation
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9
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Faff, Robert W.
Gupta, Rangan
74
Zaremba, Adam
58
Gil-Alaña, Luis A.
43
Wohar, Mark E.
40
Caporale, Guglielmo Maria
36
McMillan, David G.
34
Narayan, Paresh Kumar
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Serletis, Apostolos
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Tiwari, Aviral Kumar
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Bali, Turan G.
19
Brooks, Robert
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Cakici, Nusret
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Ma, Feng
19
McAleer, Michael
19
Bahmani-Oskooee, Mohsen
18
Fabozzi, Frank J.
18
Lee, Chien-chiang
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Wang, Yudong
18
Jawadi, Fredj
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Peel, David
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Balcilar, Mehmet
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Chiang, Thomas C.
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Kumar, Dilip
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Zhang, Yaojie
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Engsted, Tom
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MacDonald, Ronald
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Moosa, Imad A.
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Sehgal, Sanjay
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Bohl, Martin T.
14
Bouri, Elie
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Chang, Tsangyao
14
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Australian journal of management
3
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2
Advances in investment analysis and portfolio management : a research annual
1
Applied economics
1
Australian economic papers
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of international financial markets, institutions & money
1
Journal of quantitative economics : official journal of the Indian Econometric Society
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Papers in efficiency, effectiveness and international competitiveness
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ECONIS (ZBW)
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1
The complementary role of cross-sectional and time-series information in forecasting stock returns
Zhou, Qing
;
Faff, Robert W.
- In:
Australian journal of management
42
(
2017
)
1
,
pp. 113-139
Persistent link: https://www.econbiz.de/10011774110
Saved in:
2
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
Isshaq, Zangina
;
Faff, Robert W.
- In:
Journal of banking & finance
68
(
2016
),
pp. 153-161
Persistent link: https://www.econbiz.de/10011634813
Saved in:
3
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
4
Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market
Faff, Robert W.
;
Gharghori, Philip
;
Nguyen, Annette
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 627-638
Persistent link: https://www.econbiz.de/10010432291
Saved in:
5
The simultaneous relation between fund flows and returns
Benson, Karen
;
Faff, Robert W.
;
Smith, Tom
- In:
Australian journal of management
35
(
2010
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10003975426
Saved in:
6
A further examination of the price and volatility impact of stock dividends at ex-dates
Balachandran, Balasingham
;
Faff, Robert W.
;
Tanner, Sally
- In:
Australian economic papers
44
(
2005
)
3
,
pp. 248-268
Persistent link: https://www.econbiz.de/10003092334
Saved in:
7
A simple test of the FAMA and French model using daily data : Australian evidence
Faff, Robert W.
- In:
Applied financial economics
14
(
2004
)
2
,
pp. 83-92
Persistent link: https://www.econbiz.de/10001909668
Saved in:
8
New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.
;
Brailsford, Timothy J.
;
Faff, …
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
Saved in:
9
GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
Saved in:
10
GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
Saved in:
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