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~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Working paper"
~subject:"Capital income"
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Faff, Robert W.
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Asymmetry in return and volatility spillover between equity and bond markets in Australia
Dean, Warren G.
;
Faff, Robert W.
;
Loudon, Geoffrey F.
- In:
Pacific-Basin finance journal
18
(
2010
)
3
,
pp. 272-289
Persistent link: https://www.econbiz.de/10008661194
Saved in:
2
Liquidity and stock returns in Japan : new evidence
Ying, Chang Yuk
;
Faff, Robert W.
;
Hwang, Chuan-yang
- In:
Pacific-Basin finance journal
18
(
2010
)
1
,
pp. 90-115
Persistent link: https://www.econbiz.de/10003934648
Saved in:
3
Financial constraints and stock returns : evidence from Australia
Chan, Howard Wei-hong
;
Chang, Xin
;
Faff, Robert W.
; …
- In:
Pacific-Basin finance journal
18
(
2010
)
3
,
pp. 306-318
Persistent link: https://www.econbiz.de/10008661192
Saved in:
4
The pricing of foreign exchange risk in the Australian equities market
Di Iorio, Amalia
;
Faff, Robert W.
- In:
Pacific-Basin finance journal
10
(
2002
)
1
,
pp. 77-95
Persistent link: https://www.econbiz.de/10001655763
Saved in:
5
Modelling Australian stock market volatility
Brailsford, Timothy J.
;
Faff, Robert W.
-
1993
Persistent link: https://www.econbiz.de/10000878805
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 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:
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