Narrow search
Showing 1 - 10 of 27
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Correlations, integration and Hansen-Jagannathan bounds
Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert D. - In: Applied financial economics 14 (2004) 16, pp. 1167-1180
Persistent link: https://www.econbiz.de/10007644685
Cover Image
Maximizing futures returns using fixed fraction asset allocation
Anderson, John A.; Faff, Robert W. - In: Applied financial economics 14 (2004) 15, pp. 1067-1074
Persistent link: https://www.econbiz.de/10007645434
Cover Image
Investigating performance benchmarks in the context of international trusts: Australian evidence
Benson, Karen L.; Faff, Robert W. - In: Applied financial economics 14 (2004) 9, pp. 631-644
Persistent link: https://www.econbiz.de/10007649193
Cover Image
Censoring and its impact on multivariate testing of the Capital Asset Pricing Model
Brooks, Robert D.; Faff, Robert W.; Fry, Tim R.L.; … - In: Applied financial economics 14 (2004) 6, pp. 413-420
Persistent link: https://www.econbiz.de/10007650772
Cover Image
Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling
Josev, Thomas; Brooks, Robert D.; Faff, Robert W. - In: Applied financial economics 11 (2001) 2, pp. 157-164
Persistent link: https://www.econbiz.de/10007672039
Cover Image
Induced persistence or reversals in fund performance?: the effect of survivorship bias
Hallahan, Terrence A.; Faff, Robert W. - In: Applied financial economics 11 (2001) 2, pp. 119-126
Persistent link: https://www.econbiz.de/10007672043
Cover Image
Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L.; … - In: Applied financial economics 14 (2004) 6, pp. 413-420
Persistent link: https://www.econbiz.de/10001971176