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~person:"Faff, Robert W."
~type_genre:"Non-commercial literature"
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Search: subject_exact:"CAPM-Kapitalmarktmodell"
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Faff, Robert W.
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Modelling the risk and return relation conditional on market volatility and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
-
2004
Persistent link: https://www.econbiz.de/10002121816
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2
The empirical relationship between aggregate consumption and security prices in Australia
Faff, Robert W.
-
1995
Persistent link: https://www.econbiz.de/10000912060
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3
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
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4
Capital market anomalies : a survey of the evidence
Faff, Robert W.
-
1992
Persistent link: https://www.econbiz.de/10000849420
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5
A multivariate test of the APT in the Australian equity market : asymptotic principal components
Faff, Robert W.
-
1991
Persistent link: https://www.econbiz.de/10000849444
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6
An Australian test of the mean-lower partial moment asset pricing model
Faff, Robert W.
-
1990
Persistent link: https://www.econbiz.de/10000802648
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