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The effect of the Nikkei and the S&P on the all-ordinaries : a comparison of three models
Lim, Guay C., (1998)
Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L., (1999)
Testing the bounding conditions of arbitrage pricing
Sawyer, Kim R., (1988)
Can we treat empirical regularities as state variables in the ICAPM? : evidence from Australia
Docherty, Paul, (2013)
Australian evidence on the implementation of the size and value premia
Tangibility and investment irreversibility in asset pricing
Docherty, Paul, (2010)