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~person:"Drew, Michael E."
~type_genre:"Article in journal"
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ECONIS (ZBW)
11
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1
Risk factors in Australian bond returns
Bianchi, Robert
;
Drew, Michael E.
;
Roca, Eduardo
; …
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
2
,
pp. 351-372
Persistent link: https://www.econbiz.de/10011756380
Saved in:
2
The predictive performance of asset pricing models : evidence from the Australian Securities Exchange
Bianchi, Robert
;
Drew, Michael E.
;
Whittaker, Timothy
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011644612
Saved in:
3
Combining momentum with reversal in commodity futures
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
59
(
2015
),
pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
Saved in:
4
Long-term US infrastructure returns and portfolio selection
Bianchi, Robert J.
;
Bornholt, Graham
;
Drew, Michael E.
; …
- In:
Journal of banking & finance
42
(
2014
),
pp. 314-325
Persistent link: https://www.econbiz.de/10010408373
Saved in:
5
Regimes in Australian pension fund returns : a hidden semi-Markov approach
Bianchi, Robert J.
;
Drew, Michael E.
;
Walk, Adam N.
- In:
Investment management and financial innovations
9
(
2012
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10009545270
Saved in:
6
The death of the overreaction anomal? : a multifactor explanation of contrarian returns
Clements, Adam
;
Drew, Michael E.
;
Reedman, Evan M.
; …
- In:
Investment management and financial innovations
6
(
2009
)
1
,
pp. 75-85
Persistent link: https://www.econbiz.de/10003917408
Saved in:
7
Does idiosyncratic volatility matter? : New Zealand evidence
Drew, Michael E.
;
Marsden, Alastair
;
Veeraraghavan, Madhu
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
3
,
pp. 289-308
Persistent link: https://www.econbiz.de/10003611777
Saved in:
8
Small firm effect, liquidity and security returns : Australian evidence
Drew, Michael E.
;
Marsden, Alastair
;
Veeraraghavan, Madhu
- In:
Journal of emerging market finance
5
(
2006
)
2
,
pp. 135-149
Persistent link: https://www.econbiz.de/10003390740
Saved in:
9
A test of momentum trading strategies in foreign exchange markets : evidence from the G7
Bianchi, Robert J.
;
Drew, Michael E.
;
Polichronis, John
- In:
Global business & economics review
7
(
2005
)
2/3
,
pp. 155-179
Persistent link: https://www.econbiz.de/10003232071
Saved in:
10
Beta, firm size, book-to-market equity and stock returns : further evidence from emerging markets
Drew, Michael E.
;
Veeraraghavan, Madhu
- In:
Journal of the Asia Pacific economy
8
(
2003
)
3
,
pp. 354-379
Persistent link: https://www.econbiz.de/10001794217
Saved in:
11
Is there a positive relationship between superannuation fund costs and returns?
Drew, Michael E.
;
Stanford, Jon D.
- In:
Economic papers : a journal of applied economics and policy
22
(
2003
)
3
,
pp. 74-84
Persistent link: https://www.econbiz.de/10001845447
Saved in:
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