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A simple test of the FAMA and French model using daily data : Australian evidence
Faff, Robert W. - In: Applied financial economics 14 (2004) 2, pp. 83-92
Persistent link: https://www.econbiz.de/10001909668
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A multifactor model of gold industry stock returns : evidence from the Australian equity market
Faff, Robert W. - In: Applied financial economics 8 (1998) 1, pp. 21-28
Persistent link: https://www.econbiz.de/10001240716
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An investigation of the robustness of the day-of-the-week effect in Australia
Easton, Stephen Andrew - In: Applied financial economics 4 (1994) 2, pp. 99-110
Persistent link: https://www.econbiz.de/10001160477
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Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling
Josev, Thomas; Brooks, Robert; Faff, Robert W. - In: Applied financial economics 11 (2001) 2, pp. 157-163
Persistent link: https://www.econbiz.de/10001563335
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The influence of time, seasonality and market state on momentum: insights from the Australian stock market
Phua, Victor; Chan, Howard; Faff, Robert; Hudson, Robert - In: Applied financial economics 20 (2010) 20, pp. 1547-1564
Persistent link: https://www.econbiz.de/10008706498
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Are firms hedging or speculating? The relationship between financial derivatives and firm risk
Nguyen, Hoa; Faff, Robert - In: Applied financial economics 20 (2010) 10, pp. 827-844
Persistent link: https://www.econbiz.de/10008424748
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A simple test of the Fama and French model using daily data: Australian evidence
Faff, Robert - In: Applied financial economics 14 (2004) 2, pp. 83-92
Persistent link: https://www.econbiz.de/10007651660
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Do Australian hedge fund managers possess timing abilities?
Do, Viet; Faff, Robert; Veeraraghavan, Madhu - In: Applied financial economics 19 (2009) 1-3, pp. 27-38
Persistent link: https://www.econbiz.de/10008210147
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Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia
Mahipala, Thusitha; Chan, Howard; Faff, Robert - In: Applied financial economics 19 (2009) 21, pp. 1737-1752
Persistent link: https://www.econbiz.de/10008327490
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Do Australian hedge fund managers possess timing abilities?
Do, Viet; Faff, Robert; Veeraraghavan, Madhu - In: Applied financial economics 19 (2009) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10008161582