Narrow search
Showing 1 - 10 of 37
Cover Image
Investigating performance benchmarks in the context of international trusts : Australian evidence
Benson, Karen; Faff, Robert W. - In: Applied financial economics 14 (2004) 9, pp. 631-644
Persistent link: https://www.econbiz.de/10002091403
Cover Image
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
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
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
Cover Image
The stock market impact of German reunification : international evidence
Brooks, Robert; Faff, Robert W.; Sokulsky, David L. - In: Applied financial economics 15 (2005) 1, pp. 31-42
Persistent link: https://www.econbiz.de/10002529583
Cover Image
Correlations, integration and Hansen-Jagannathan bounds
Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Applied financial economics 14 (2004) 16, pp. 1167-1180
Persistent link: https://www.econbiz.de/10002409057
Cover Image
Maximizing futures using fixed fraction asset allocation
Anderson, John A.; Faff, Robert W. - In: Applied financial economics 14 (2004) 15, pp. 1067-1073
Persistent link: https://www.econbiz.de/10002390879
Cover Image
Australian industry beta risk, the choice of market index and business cycles
Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Applied financial economics 10 (2000) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10001525800