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subject:"Australien"
type_genre:"Article in journal"
~person:"Faff, Robert W."
~subject:"Stock market"
~type_genre:"Konferenzbeitrag"
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Australien
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Estimation
30
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30
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19
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8
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8
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8
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Article in journal
Konferenzbeitrag
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20
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Faff, Robert W.
Gupta, Rangan
39
Zaremba, Adam
26
Brooks, Robert
18
Tiwari, Aviral Kumar
18
Wohar, Mark E.
17
Miller, Paul W.
16
Sehgal, Sanjay
16
Gil-Alaña, Luis A.
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Chiang, Thomas C.
14
McMillan, David G.
14
Narayan, Paresh Kumar
14
Balcilar, Mehmet
13
Ma, Feng
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Xuan Vinh Vo
12
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11
Caporale, Guglielmo Maria
11
Groenewold, Nicolaas
11
Olekalns, Nilss
11
Pierdzioch, Christian
11
Worthington, Andrew Charles
11
Yoon, Seong-min
11
Demirer, Rıza
10
Hammoudeh, Shawkat
10
Kang, Sang Hoon
10
Li, Bin
10
Salisu, Afees A.
10
Valadkhani, Abbas
10
Wong, Wing Keung
10
Zhang, Yaojie
10
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9
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9
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9
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9
Shahzad, Syed Jawad Hussain
9
Arouri, Mohamed
8
Bekiros, Stelios
8
Bhar, Ramaprasad
8
Guesmi, Khaled
8
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8
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Applied financial economics
4
Advances in investment analysis and portfolio management : a research annual
2
Australian economic papers
2
Australian journal of management
2
Journal of international financial markets, institutions & money
2
Applied economics
1
Applied financial economics letters
1
International review of economics & finance : IREF
1
Journal of business finance & accounting : JBFA
1
Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
20
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1
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:
2
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:
3
Is default risk priced in Australian equity? : exploring the role of the business cycle
Chan, Howard Wei-hong
;
Faff, Robert W.
;
Kofman, Paul
- In:
Australian journal of management
36
(
2011
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10009303253
Saved in:
4
Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions : Australian evidence
Anderson, Kristen
;
Woodhouse, Kerrie
;
Ramsay, Alan
; …
- In:
Pacific accounting review
21
(
2009
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10003918953
Saved in:
5
An examination of conditional asset pricing models in the Australian equities market
Nguyen, Annette
;
Faff, Robert W.
;
Gharghori, Philip
- In:
Applied financial economics letters
3
(
2007
)
4/6
,
pp. 307-312
Persistent link: https://www.econbiz.de/10003604997
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
Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10001971176
Saved in:
9
A test of a new dynamic CAPM
Faff, Robert W.
;
Brooks, Robert
;
Fan, Tan Pooi
- In:
Advances in investment analysis and portfolio …
8
(
2001
),
pp. 133-159
Persistent link: https://www.econbiz.de/10001640879
Saved in:
10
Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling
Josev, Thomas
;
Brooks, Robert
;
Faff, Robert W.
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 157-163
Persistent link: https://www.econbiz.de/10001563335
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