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~person:"Faff, Robert W."
~subject:"CAPM"
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CAPM
Aktienmarkt
39
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39
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21
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21
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17
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17
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9
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1988-1998
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Faff, Robert W.
Campbell, John Y.
25
Zaremba, Adam
23
Cakici, Nusret
20
Guo, Hui
18
Guesmi, Khaled
11
Sehgal, Sanjay
11
Flood, Robert P.
10
Frankel, Jeffrey A.
10
Dumas, Bernard
9
Polk, Christopher
9
Bali, Turan G.
8
Chari, Anusha
8
Durham, J. Benson
8
Nakov, Anton
8
Nitschka, Thomas
8
Nuño, Galo
8
Ferson, Wayne E.
7
Grobys, Klaus
7
Harvey, Campbell R.
7
Henry, Peter Blair
7
Veeraraghavan, Madhu
7
Ziegler, Andreas
7
Adam, Klaus
6
Butt, Hilal Anwar
6
Drew, Michael E.
6
Giglio, Stefano
6
Marcet, Albert
6
Nicolini, Juan Pablo
6
Rose, Andrew
6
Schrimpf, Andreas
6
Atilgan, Yigit
5
Bekaert, Geert
5
Bodnar, Gordon M.
5
Chen, Zhuo
5
Chiah, Mardy
5
Chiang, Thomas C.
5
Cochrane, John H.
5
Czapkiewicz, Anna
5
Demirtas, K. Ozgur
5
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Applied financial economics letters
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of financial management, markets and institutions
1
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Is there a banking risk premium in the US stock market?
Zeng, Liujing
;
Au Yong, Hue Hwa
;
Sirimon Treepongkaruna
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011949651
Saved in:
2
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:
3
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
Saved in:
4
An examination of conditional asset pricing models in the Australian equities market
Nguyen, Annette
;
Faff, Robert W.
;
Gharghori, Philip
- In:
Applied financial economics letters
3
(
2007
)
4/6
,
pp. 307-312
Persistent link: https://www.econbiz.de/10003604997
Saved in:
5
Modeling the risk and return relation conditional on markt volatility and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10002625219
Saved in:
6
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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