//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Faff, Robert W."
~subject:"Börsenkurs"
~subject:"Game theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A variance decomposition for s...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Game theory
Theorie
67
Theory
67
Share price
60
Capital income
35
Kapitaleinkommen
35
Australia
32
Australien
32
CAPM
19
Estimation
19
Schätzung
19
Volatility
17
Volatilität
17
Aktienmarkt
15
Stock market
15
Portfolio selection
14
Portfolio-Management
14
Risiko
11
Risk
11
Liquidity
9
Liquidität
9
Estimation theory
8
Schätztheorie
8
Welt
8
World
8
Capital structure
7
Kapitalstruktur
7
Risikoprämie
7
Risk premium
7
USA
7
United States
7
Forecast
6
Forecasting model
6
Prognose
6
Prognoseverfahren
6
Ankündigungseffekt
5
Announcement effect
5
Gewinn
5
Oil price
5
Profit
5
more ...
less ...
Online availability
All
Free
14
Undetermined
9
Type of publication
All
Article
41
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Aufsatz im Buch
1
Book section
1
Reprint
1
more ...
less ...
Language
All
English
60
Author
All
Faff, Robert W.
Caporale, Guglielmo Maria
208
Gupta, Rangan
180
Güth, Werner
144
Narayan, Paresh Kumar
103
Zaremba, Adam
96
Stulz, René M.
92
Hautsch, Nikolaus
87
Campbell, John Y.
84
Lux, Thomas
83
McMillan, David G.
82
Pierdzioch, Christian
81
McAleer, Michael
79
Gil-Alaña, Luis A.
75
Bohl, Martin T.
72
Ryu, Doojin
71
Allen, David E.
69
Plastun, Alex
67
Shleifer, Andrei
67
Wohar, Mark E.
67
Theissen, Erik
64
Schiereck, Dirk
62
Timmermann, Allan
62
Morck, Randall
61
Tijs, Stef
60
Bali, Turan G.
59
Shiller, Robert J.
57
Veronesi, Pietro
56
Bekaert, Geert
55
Madura, Jeff
53
Bollerslev, Tim
51
Tiwari, Aviral Kumar
51
Borm, Peter
50
Fudenberg, Drew
50
Ma, Feng
50
Subrahmanyam, Avanidhar
50
Binmore, Ken
49
Cakici, Nusret
49
Stambaugh, Robert F.
49
Weber, Michael
49
more ...
less ...
Published in...
All
Working paper
7
Journal of banking & finance
5
The journal of futures markets
3
Australian journal of management
2
Energy economics
2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
Pacific-Basin finance journal
2
Review of applied economics
2
Abacus : a journal of accounting, finance and business studies
1
Accounting research journal
1
Advances in investment analysis and portfolio management : a research annual
1
Applied financial economics
1
Australian economic papers
1
Economic modelling
1
Global finance journal
1
International journal of managerial finance : IJMF
1
International review of finance
1
International review of financial analysis
1
Journal of accounting & management information systems : JAMIS
1
Journal of applied corporate finance : JACF
1
Journal of business finance & accounting : JBFA
1
Journal of energy finance & development
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial management, markets and institutions
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Papers in efficiency, effectiveness and international competitiveness
1
Review of Pacific Basin financial markets and policies
1
Review of quantitative finance and accounting
1
Tydskrif vir studies in ekonomie en ekonometrie : SEE
1
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Informational content of options around analyst recommendations
Wang, Qingxia
;
Faff, Robert W.
;
Zhu, Min
- In:
International journal of managerial finance : IJMF
18
(
2022
)
3
,
pp. 445-465
Persistent link: https://www.econbiz.de/10013365133
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
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W.
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Saved in:
4
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
Saved in:
5
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:
6
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:
7
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:
8
The relevance of investor risk classes in ranking fund performance : an application of the extended Mean-Gini CAPM
Benson, Karen
;
Pope, Peter J.
;
Faff, Robert W.
- In:
Journal of quantitative economics : official journal of …
1
(
2003
)
1
,
pp. 20-35
Persistent link: https://www.econbiz.de/10001807026
Saved in:
9
Rights offerings, subscription period, shareholder takeup, and liquidity
Balachandran, Balasingham
;
Faff, Robert W.
;
Theobald, …
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
1
,
pp. 213-239
Persistent link: https://www.econbiz.de/10009623134
Saved in:
10
An investigation of conditional autocorrelation and cross-autocorrelation in emerging markets
Faff, Robert W.
;
Hillier, David
;
McKenzie, Michael D.
- In:
Review of Pacific Basin financial markets and policies
8
(
2005
)
3
,
pp. 467-500
Persistent link: https://www.econbiz.de/10003140301
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->